+668.7%
JNJ vs VEU
+190.9%
+477.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.8% | +1.7% | -2.4% | -1.4% |
| 30D | +4.3% | +1.0% | +3.3% | +3.9% |
| 3M | +16.5% | +5.6% | +10.9% | +13.5% |
| 6M | +13.1% | +13.7% | -0.5% | +6.6% |
| YTD | +32.1% | +17.7% | +14.4% | +22.6% |
| 1Y | +54.5% | +25.8% | +28.7% | +39.3% |
| 3Y | +82.5% | +77.1% | +5.4% | +41.4% |
| 5Y | +80.0% | +57.1% | +22.9% | +45.0% |
| 10Y | +195.7% | +149.8% | +45.8% | +92.3% |
| All | +668.7% | +190.9% | +477.7% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling