+192.5%
JNJ vs VMC
+156.6%
+35.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -3.5% | -3.8% | +0.3% | -3.1% |
| 30D | +2.3% | -9.7% | +12.0% | +3.5% |
| 3M | +12.0% | -9.6% | +21.6% | +13.2% |
| 6M | +10.5% | -4.8% | +15.3% | +10.8% |
| YTD | +30.4% | -10.9% | +41.3% | +31.6% |
| 1Y | +52.1% | -15.6% | +67.7% | +54.5% |
| 3Y | +77.8% | +19.3% | +58.5% | +71.3% |
| 5Y | +82.9% | +48.0% | +34.9% | +69.4% |
| All | +192.5% | +156.6% | +35.9% | +148.0% |
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