+193.4%
JNJ vs COR
+405.5%
-212.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -4.3% | -4.8% | +0.5% | -3.0% |
| 30D | +3.0% | -3.7% | +6.7% | +4.0% |
| 3M | +12.2% | +14.3% | -2.1% | +8.1% |
| 6M | +10.5% | -8.5% | +18.9% | +12.4% |
| YTD | +30.8% | -4.4% | +35.2% | +30.9% |
| 1Y | +54.9% | +9.1% | +45.8% | +49.0% |
| 3Y | +80.7% | +85.2% | -4.5% | +47.8% |
| 5Y | +83.4% | +180.7% | -97.2% | +31.9% |
| All | +193.4% | +405.5% | -212.1% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling