+82.7%
JNJ vs COR
+180.2%
-97.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -3.0% | -3.9% | +0.9% | -2.0% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +13.2% | +15.9% | -2.6% | +9.1% |
| 6M | +11.3% | -10.3% | +21.5% | +13.8% |
| YTD | +31.1% | -3.7% | +34.8% | +31.0% |
| 1Y | +54.3% | +9.1% | +45.2% | +48.3% |
| 3Y | +81.1% | +86.6% | -5.4% | +46.3% |
| 5Y | +82.7% | +180.9% | -98.2% | +26.9% |
| All | +82.7% | +180.2% | -97.5% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling