+179.3%
KO vs JNJ
+196.0%
-16.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +0.2% | -3.5% | +3.8% | +2.0% |
| 30D | +1.8% | +2.3% | -0.5% | +0.6% |
| 3M | +7.7% | +12.0% | -4.3% | +1.6% |
| 6M | +15.3% | +10.5% | +4.8% | +9.4% |
| YTD | +28.0% | +30.4% | -2.4% | +11.9% |
| 1Y | +34.3% | +52.1% | -17.9% | +8.5% |
| 3Y | +63.8% | +77.8% | -14.0% | +21.1% |
| 5Y | +84.1% | +82.9% | +1.2% | +33.0% |
| All | +179.3% | +196.0% | -16.7% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling