+221.6%
JNJ vs VFC
-48.6%
+270.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.5% |
| 7D | +3.5% | +1.6% | +1.8% | +3.3% |
| 30D | +12.5% | +25.5% | -12.9% | +10.5% |
| 3M | +9.6% | +41.3% | -31.7% | +6.6% |
| 6M | +25.3% | +22.2% | +3.1% | +22.9% |
| YTD | +40.3% | +16.4% | +23.9% | +37.5% |
| 1Y | +49.6% | +38.4% | +11.2% | +44.4% |
| 3Y | +110.8% | +56.2% | +54.6% | +90.4% |
| 5Y | +99.1% | -68.2% | +167.3% | +131.0% |
| All | +221.6% | -48.6% | +270.3% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling