+192.5%
JNJ vs VIAV
+419.4%
-226.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -3.5% | +11.2% | -14.7% | -4.2% |
| 30D | +2.3% | -10.1% | +12.4% | +2.8% |
| 3M | +12.0% | -22.9% | +34.9% | +13.4% |
| 6M | +10.5% | +28.8% | -18.3% | +5.7% |
| YTD | +30.4% | +117.5% | -87.1% | +17.5% |
| 1Y | +52.1% | +216.1% | -163.9% | +31.1% |
| 3Y | +77.8% | +292.2% | -214.4% | +46.7% |
| 5Y | +82.9% | +141.0% | -58.1% | +59.8% |
| All | +192.5% | +419.4% | -226.9% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling