+83.4%
JNJ vs VCLT
-17.3%
+100.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.3% | -1.3% | -3.1% | -4.1% |
| 30D | +3.0% | -1.1% | +4.1% | +3.3% |
| 3M | +12.2% | -3.7% | +15.9% | +13.1% |
| 6M | +10.5% | -4.0% | +14.5% | +11.3% |
| YTD | +30.8% | -3.4% | +34.2% | +31.6% |
| 1Y | +54.9% | -4.1% | +59.1% | +56.2% |
| 3Y | +80.7% | +11.0% | +69.7% | +77.6% |
| 5Y | +83.4% | -17.0% | +100.4% | +73.5% |
| All | +83.4% | -17.3% | +100.7% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling