+192.5%
JNJ vs VIG
+250.0%
-57.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -3.5% | -1.1% | -2.4% | -2.8% |
| 30D | +2.3% | -2.7% | +5.1% | +4.2% |
| 3M | +12.0% | +2.5% | +9.4% | +10.2% |
| 6M | +10.5% | +9.2% | +1.2% | +4.3% |
| YTD | +30.4% | +9.8% | +20.6% | +22.6% |
| 1Y | +52.1% | +12.4% | +39.8% | +40.8% |
| 3Y | +77.8% | +55.9% | +21.9% | +30.7% |
| 5Y | +82.9% | +63.9% | +18.9% | +28.0% |
| All | +192.5% | +250.0% | -57.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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