+97.5%
JNJ vs VLTO
+56.1%
+41.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +4.3% | +2.0% | +2.2% | +4.0% |
| 30D | +7.9% | +21.8% | -13.9% | +4.9% |
| 3M | +9.4% | +20.2% | -10.9% | +6.4% |
| 6M | +28.8% | +36.3% | -7.5% | +23.2% |
| YTD | +38.5% | +18.8% | +19.7% | +34.5% |
| 1Y | +54.6% | +20.4% | +34.2% | +49.8% |
| 3Y | +108.4% | +71.9% | +36.5% | +95.0% |
| All | +97.5% | +56.1% | +41.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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