+221.6%
JNJ vs VMC
+125.2%
+96.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | +3.5% | -1.3% | +4.7% | +3.6% |
| 30D | +12.5% | +15.5% | -2.9% | +10.6% |
| 3M | +9.6% | +0.6% | +9.0% | +9.4% |
| 6M | +25.3% | +2.1% | +23.3% | +24.7% |
| YTD | +40.3% | -1.6% | +41.9% | +39.9% |
| 1Y | +49.6% | -1.2% | +50.8% | +49.1% |
| 3Y | +110.8% | +35.3% | +75.5% | +100.0% |
| 5Y | +99.1% | +43.6% | +55.5% | +85.7% |
| All | +221.6% | +125.2% | +96.4% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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