+82.5%
JNJ vs COP
+20.8%
+61.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -0.8% | -0.8% | +0.1% | -0.7% |
| 30D | +4.3% | +15.6% | -11.3% | +3.4% |
| 3M | +16.5% | +14.3% | +2.2% | +15.3% |
| 6M | +13.1% | +17.0% | -3.8% | +11.7% |
| YTD | +32.1% | +47.4% | -15.3% | +28.4% |
| 1Y | +54.5% | +52.4% | +2.1% | +49.7% |
| 3Y | +82.5% | +20.8% | +61.7% | +76.5% |
| All | +82.5% | +20.8% | +61.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling