+77.8%
JNJ vs COPX
+149.4%
-71.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -2.3% | -1.2% | -3.5% |
| 30D | +2.3% | +0.3% | +2.1% | +2.3% |
| 3M | +12.0% | +6.8% | +5.2% | +11.9% |
| 6M | +10.5% | +7.9% | +2.5% | +10.1% |
| YTD | +30.4% | +23.7% | +6.7% | +29.6% |
| 1Y | +52.1% | +71.5% | -19.4% | +50.1% |
| 3Y | +77.8% | +149.1% | -71.3% | +69.5% |
| All | +77.8% | +149.4% | -71.6% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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