+78.3%
JNJ vs COST
+69.9%
+8.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.3% | -2.5% | -1.8% | -4.0% |
| 30D | +3.0% | -4.4% | +7.5% | +3.6% |
| 3M | +12.2% | -8.1% | +20.3% | +13.3% |
| 6M | +10.5% | -9.2% | +19.7% | +11.6% |
| YTD | +30.8% | +5.1% | +25.7% | +31.1% |
| 1Y | +54.9% | -5.1% | +60.0% | +56.2% |
| All | +78.3% | +69.9% | +8.5% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 3y: compounded portfolio wealth divided by compounded COST 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…
3y analysis · Full analysis span regression · 6 months rolling