+9,018.2%
JNJ vs VFC
+1,363.4%
+7,654.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.3% |
| 7D | +3.5% | +1.6% | +1.8% | +3.2% |
| 30D | +12.5% | +25.5% | -12.9% | +9.0% |
| 3M | +9.6% | +41.3% | -31.7% | +4.3% |
| 6M | +25.3% | +22.2% | +3.1% | +21.0% |
| YTD | +40.3% | +16.4% | +23.9% | +35.4% |
| 1Y | +49.6% | +38.4% | +11.2% | +40.6% |
| 3Y | +110.8% | +56.2% | +54.6% | +80.2% |
| 5Y | +99.1% | -68.2% | +167.3% | +119.5% |
| 10Y | +216.6% | -48.4% | +264.9% | +203.2% |
| All | +9,018.2% | +1,363.4% | +7,654.8% | +4,629.6% |
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