+78.8%
JNJ vs VCLT
+12.6%
+66.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | +0.1% | +2.4% | +2.5% |
| 3M | +13.2% | -2.9% | +16.1% | +14.2% |
| 6M | +11.3% | -4.0% | +15.2% | +12.5% |
| YTD | +31.1% | -2.2% | +33.4% | +31.9% |
| 1Y | +54.3% | -2.6% | +56.9% | +55.4% |
| All | +78.8% | +12.6% | +66.2% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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