+52.1%
JNJ vs CORZ
+12.0%
+40.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | 0.0% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | +2.3% | -14.0% | +16.4% | +1.2% |
| 3M | +12.0% | -34.1% | +46.1% | +9.9% |
| 6M | +10.5% | +8.5% | +2.0% | +11.1% |
| YTD | +30.4% | +23.2% | +7.2% | +33.0% |
| 1Y | +52.1% | +15.4% | +36.8% | +54.4% |
| All | +52.1% | +12.0% | +40.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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