+193.4%
JNJ vs VFC
-70.4%
+263.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -4.3% | -3.3% | -1.1% | -4.1% |
| 30D | +3.0% | -14.0% | +17.0% | +4.2% |
| 3M | +12.2% | -22.6% | +34.8% | +14.1% |
| 6M | +10.5% | -24.7% | +35.2% | +12.3% |
| YTD | +30.8% | -29.0% | +59.7% | +33.3% |
| 1Y | +54.9% | -13.8% | +68.7% | +54.7% |
| 3Y | +80.7% | -28.2% | +108.9% | +75.3% |
| 5Y | +83.4% | -79.0% | +162.4% | +117.1% |
| All | +193.4% | -70.4% | +263.7% | +219.0% |
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