+51.2%
JNJ vs VEU
+17.0%
+34.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.9% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.2% | -2.1% | +11.4% | +9.0% |
| 3M | +8.9% | -2.7% | +11.6% | +8.7% |
| 6M | +24.6% | +3.2% | +21.4% | +23.4% |
| YTD | +35.7% | +12.6% | +23.1% | +32.7% |
| 1Y | +51.2% | +17.1% | +34.1% | +47.5% |
| All | +51.2% | +17.0% | +34.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling