+62.9%
KO vs JNJ
+80.1%
-17.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -4.3% | +3.2% | +0.6% |
| 30D | +1.6% | +3.0% | -1.5% | +0.3% |
| 3M | +5.8% | +12.2% | -6.5% | +1.0% |
| 6M | +14.3% | +10.5% | +3.8% | +9.7% |
| YTD | +27.3% | +30.8% | -3.5% | +15.0% |
| 1Y | +33.2% | +54.9% | -21.8% | +12.7% |
| All | +62.9% | +80.1% | -17.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling