+207.8%
JNJ vs VCIT
+29.7%
+178.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +4.3% | +0.7% | +3.5% | +4.0% |
| 30D | +7.9% | +1.8% | +6.1% | +7.2% |
| 3M | +9.4% | -1.6% | +10.9% | +10.0% |
| 6M | +28.8% | -2.1% | +30.9% | +29.8% |
| YTD | +38.5% | -1.6% | +40.1% | +39.3% |
| 1Y | +54.6% | -0.8% | +55.4% | +55.0% |
| 3Y | +108.4% | +19.9% | +88.5% | +97.3% |
| 5Y | +99.6% | +3.3% | +96.3% | +94.4% |
| 10Y | +207.8% | +30.6% | +177.1% | +201.0% |
| All | +207.8% | +29.7% | +178.1% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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