+100.9%
JNJ vs VFC
-68.3%
+169.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.7% |
| 7D | +3.5% | +1.6% | +1.8% | +3.4% |
| 30D | +12.5% | +25.5% | -12.9% | +12.0% |
| 3M | +9.6% | +41.3% | -31.7% | +8.7% |
| 6M | +25.3% | +22.2% | +3.1% | +24.6% |
| YTD | +40.3% | +16.4% | +23.9% | +39.4% |
| 1Y | +49.6% | +38.4% | +11.2% | +48.0% |
| 3Y | +110.8% | +56.2% | +54.6% | +104.2% |
| All | +100.9% | -68.3% | +169.3% | +116.8% |
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