+84.2%
JNJ vs VIVK
-100.0%
+184.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | +12.0% | -94.1% | +106.1% | +11.5% |
| 6M | +10.5% | -98.2% | +108.7% | +9.8% |
| YTD | +30.4% | -98.0% | +128.4% | +29.7% |
| 1Y | +52.1% | -100.0% | +152.1% | +50.8% |
| 3Y | +77.8% | -100.0% | +177.8% | +76.2% |
| All | +84.2% | -100.0% | +184.2% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling