+727.8%
JNJ vs VIG
+617.8%
+110.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | +4.3% | -2.1% | +6.4% | +5.8% |
| 3M | +16.5% | +3.3% | +13.2% | +14.0% |
| 6M | +13.1% | +9.3% | +3.9% | +6.7% |
| YTD | +32.1% | +10.1% | +22.0% | +23.8% |
| 1Y | +54.5% | +14.7% | +39.8% | +40.8% |
| 3Y | +82.5% | +56.9% | +25.6% | +33.5% |
| 5Y | +80.0% | +62.9% | +17.1% | +26.6% |
| 10Y | +195.7% | +241.3% | -45.7% | +23.8% |
| All | +727.8% | +617.8% | +110.0% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling