+82.7%
JNJ vs VFC
-78.7%
+161.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -3.0% | -2.3% | -0.6% | -2.9% |
| 30D | +2.5% | -13.4% | +15.9% | +2.8% |
| 3M | +13.2% | -23.7% | +36.9% | +13.8% |
| 6M | +11.3% | -24.5% | +35.7% | +11.8% |
| YTD | +31.1% | -27.8% | +59.0% | +31.7% |
| 1Y | +54.3% | -13.5% | +67.8% | +54.2% |
| 3Y | +81.1% | -27.1% | +108.3% | +78.9% |
| 5Y | +82.7% | -79.0% | +161.7% | +96.5% |
| All | +82.7% | -78.7% | +161.4% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling