+49.9%
JNJ vs VLTO
+19.2%
+30.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +1.1% | +5.4% | -4.3% | +0.5% |
| 30D | +6.9% | +22.3% | -15.4% | +4.1% |
| 3M | +8.0% | +19.6% | -11.6% | +5.5% |
| 6M | +24.3% | +35.2% | -10.9% | +19.9% |
| YTD | +35.6% | +17.9% | +17.8% | +30.4% |
| All | +49.9% | +19.2% | +30.7% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling