+553.1%
JNJ vs COPX
+200.8%
+352.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -3.0% | +6.0% | -8.9% | -3.7% |
| 30D | +2.5% | +6.4% | -3.9% | +1.6% |
| 3M | +13.2% | +19.3% | -6.0% | +10.1% |
| 6M | +11.3% | +16.2% | -5.0% | +8.0% |
| YTD | +31.1% | +33.2% | -2.0% | +24.3% |
| 1Y | +54.3% | +90.2% | -35.9% | +38.6% |
| 3Y | +81.1% | +175.7% | -94.5% | +51.0% |
| 5Y | +82.7% | +193.1% | -110.4% | +47.3% |
| 10Y | +196.5% | +619.4% | -422.9% | +91.0% |
| All | +553.1% | +200.8% | +352.3% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling