+32.7%
KO vs JNJ
+58.1%
-25.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -1.8% | +2.7% | -4.5% | -2.8% |
| 30D | +1.4% | +7.4% | -5.9% | -1.3% |
| 3M | +15.4% | +21.2% | -5.8% | +7.5% |
| 6M | +14.3% | +13.4% | +0.9% | +8.3% |
| YTD | +27.7% | +35.1% | -7.5% | +17.5% |
| 1Y | +32.7% | +57.4% | -24.7% | +17.4% |
| All | +32.7% | +58.1% | -25.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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