+631.3%
JNJ vs VIVK
-100.0%
+731.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -4.3% | -9.5% | +5.1% | -4.3% |
| 30D | +3.0% | -35.1% | +38.1% | +3.0% |
| 3M | +12.2% | -93.4% | +105.6% | +12.2% |
| 6M | +10.5% | -98.0% | +108.4% | +10.5% |
| YTD | +30.8% | -97.9% | +128.6% | +30.8% |
| 1Y | +54.9% | -100.0% | +154.9% | +55.0% |
| 3Y | +80.7% | -100.0% | +180.6% | +80.7% |
| 5Y | +83.4% | -100.0% | +183.4% | +83.5% |
| 10Y | +195.7% | -100.0% | +295.7% | +195.9% |
| All | +631.3% | -100.0% | +731.3% | +628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling