+321.9%
JNJ vs VEEV
+596.9%
-275.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.9% |
| 7D | -0.8% | -5.2% | +4.4% | -0.4% |
| 30D | +4.3% | +14.9% | -10.6% | +3.1% |
| 3M | +16.5% | +58.4% | -41.9% | +12.2% |
| 6M | +13.1% | +35.5% | -22.3% | +10.0% |
| YTD | +32.1% | +18.6% | +13.5% | +29.7% |
| 1Y | +54.5% | -6.3% | +60.8% | +54.5% |
| 3Y | +82.5% | +20.2% | +62.3% | +76.9% |
| 5Y | +80.0% | -13.8% | +93.8% | +77.9% |
| 10Y | +195.7% | +542.0% | -346.4% | +140.6% |
| All | +321.9% | +596.9% | -275.1% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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