+54.5%
JNJ vs VLTO
-9.1%
+63.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +4.3% | -2.9% | +7.2% | +4.8% |
| 3M | +16.5% | +12.7% | +3.8% | +15.0% |
| 6M | +13.1% | +1.6% | +11.6% | +12.2% |
| YTD | +32.1% | -4.0% | +36.1% | +31.4% |
| 1Y | +54.5% | -10.2% | +64.6% | +57.8% |
| All | +54.5% | -9.1% | +63.6% | +57.8% |
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