+57.4%
JNJ vs VIVK
-100.0%
+157.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.2% | -1.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +7.4% | -43.6% | +51.0% | +7.3% |
| 3M | +21.2% | -95.1% | +116.3% | +20.3% |
| 6M | +13.4% | -98.2% | +111.6% | +12.3% |
| YTD | +35.1% | -97.9% | +133.1% | +33.9% |
| 1Y | +57.4% | -100.0% | +157.4% | +57.1% |
| All | +57.4% | -100.0% | +157.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling