+8,487.5%
JNJ vs COST
+11,671.2%
-3,183.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +4.3% | -4.0% | +8.3% | +5.1% |
| 3M | +16.5% | -6.5% | +23.0% | +18.0% |
| 6M | +13.1% | -8.5% | +21.7% | +15.0% |
| YTD | +32.1% | +6.0% | +26.1% | +30.5% |
| 1Y | +54.5% | -5.8% | +60.3% | +55.9% |
| 3Y | +82.5% | +71.8% | +10.7% | +62.4% |
| 5Y | +80.0% | +106.2% | -26.2% | +52.9% |
| 10Y | +195.7% | +602.0% | -406.4% | +98.8% |
| All | +8,487.5% | +11,671.2% | -3,183.7% | +3,072.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling