+83.9%
JNJ vs VIG
+62.2%
+21.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -3.0% | -1.2% | -1.8% | -2.5% |
| 30D | +2.5% | -2.8% | +5.3% | +3.8% |
| 3M | +13.2% | +2.5% | +10.8% | +12.1% |
| 6M | +11.3% | +8.1% | +3.2% | +7.7% |
| YTD | +31.1% | +9.6% | +21.6% | +26.1% |
| 1Y | +54.3% | +14.2% | +40.2% | +45.8% |
| 3Y | +81.1% | +56.1% | +25.0% | +47.7% |
| All | +83.9% | +62.2% | +21.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling