+192.5%
JNJ vs VIVK
-100.0%
+292.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -3.5% | -4.4% | +0.9% | -3.5% |
| 30D | +2.3% | -40.8% | +43.1% | +2.4% |
| 3M | +12.0% | -94.1% | +106.1% | +12.3% |
| 6M | +10.5% | -98.2% | +108.7% | +10.8% |
| YTD | +30.4% | -98.0% | +128.4% | +30.6% |
| 1Y | +52.1% | -100.0% | +152.1% | +53.3% |
| 3Y | +77.8% | -100.0% | +177.8% | +78.8% |
| 5Y | +82.9% | -100.0% | +182.9% | +84.2% |
| All | +192.5% | -100.0% | +292.5% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling