+8,847.8%
JNJ vs COP
+4,661.5%
+4,186.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +6.3% | +0.2% | +6.1% | +6.1% |
| 3M | +8.5% | +10.2% | -1.7% | +6.4% |
| 6M | +28.0% | +20.1% | +7.9% | +23.6% |
| YTD | +37.7% | +50.5% | -12.8% | +27.6% |
| 1Y | +47.9% | +56.8% | -8.9% | +36.0% |
| 3Y | +107.4% | +30.3% | +77.1% | +94.0% |
| 5Y | +97.7% | +126.8% | -29.1% | +63.2% |
| 10Y | +210.7% | +325.0% | -114.3% | +111.4% |
| All | +8,847.8% | +4,661.5% | +4,186.2% | +3,458.2% |
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