+96.3%
JNJ vs VG
-39.3%
+135.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.7% |
| 30D | +7.4% | +16.0% | -8.6% | +7.7% |
| 3M | +21.2% | +9.7% | +11.5% | +21.5% |
| 6M | +13.4% | +29.6% | -16.2% | +14.5% |
| YTD | +35.1% | +112.0% | -76.9% | +38.2% |
| 1Y | +57.4% | +12.8% | +44.6% | +59.2% |
| All | +96.3% | -39.3% | +135.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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