+51.2%
JNJ vs COR
+5.5%
+45.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.2% |
| 7D | +1.9% | +9.1% | -7.2% | +0.6% |
| 30D | +9.2% | +12.4% | -3.2% | +7.3% |
| 3M | +8.9% | +15.8% | -6.9% | +6.3% |
| 6M | +24.6% | +17.1% | +7.5% | +20.7% |
| YTD | +35.7% | +5.4% | +30.2% | +31.9% |
| 1Y | +51.2% | +3.5% | +47.7% | +48.0% |
| All | +51.2% | +5.5% | +45.8% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling