+8,682.5%
JNJ vs VFC
+845.1%
+7,837.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +7.4% | -11.6% | +19.0% | +9.1% |
| 3M | +21.2% | -18.1% | +39.3% | +23.8% |
| 6M | +13.4% | -27.4% | +40.8% | +17.3% |
| YTD | +35.1% | -24.8% | +60.0% | +38.7% |
| 1Y | +57.4% | -8.2% | +65.6% | +55.9% |
| 3Y | +86.8% | -29.1% | +115.9% | +78.7% |
| 5Y | +80.8% | -79.2% | +160.0% | +110.9% |
| 10Y | +202.7% | -68.1% | +270.8% | +210.7% |
| All | +8,682.5% | +845.1% | +7,837.3% | +4,743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling