+598.0%
JNJ vs VCLT
+103.3%
+494.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +4.3% | -0.6% | +4.9% | +4.3% |
| 3M | +16.5% | -2.2% | +18.7% | +16.6% |
| 6M | +13.1% | -2.9% | +16.0% | +13.3% |
| YTD | +32.1% | -2.1% | +34.2% | +32.2% |
| 1Y | +54.5% | -2.6% | +57.1% | +54.6% |
| 3Y | +82.5% | +12.5% | +70.0% | +82.3% |
| 5Y | +80.0% | -15.3% | +95.3% | +77.2% |
| 10Y | +195.7% | +16.6% | +179.0% | +206.4% |
| All | +598.0% | +103.3% | +494.7% | +781.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling