+97.7%
JNJ vs COP
+123.2%
-25.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +6.3% | +0.2% | +6.1% | +6.3% |
| 3M | +8.5% | +10.2% | -1.7% | +7.8% |
| 6M | +28.0% | +20.1% | +7.9% | +26.5% |
| YTD | +37.7% | +50.5% | -12.8% | +34.2% |
| 1Y | +47.9% | +56.8% | -8.9% | +43.8% |
| 3Y | +107.4% | +30.3% | +77.1% | +102.4% |
| 5Y | +97.7% | +126.8% | -29.1% | +85.4% |
| All | +97.7% | +123.2% | -25.5% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling