+8,682.5%
JNJ vs COP
+4,537.2%
+4,145.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | +2.7% | +3.0% | -0.3% | +2.2% |
| 30D | +7.4% | +17.5% | -10.1% | +4.5% |
| 3M | +21.2% | +13.4% | +7.9% | +18.5% |
| 6M | +13.4% | +17.7% | -4.3% | +9.9% |
| YTD | +35.1% | +46.6% | -11.5% | +26.1% |
| 1Y | +57.4% | +44.6% | +12.8% | +46.9% |
| 3Y | +86.8% | +20.7% | +66.1% | +77.2% |
| 5Y | +80.8% | +185.0% | -104.2% | +43.1% |
| 10Y | +202.7% | +347.0% | -144.2% | +103.8% |
| All | +8,682.5% | +4,537.2% | +4,145.3% | +3,416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling