+83.4%
JNJ vs VMC
+47.2%
+36.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +3.0% | -12.8% | +15.8% | +4.3% |
| 3M | +12.2% | -7.9% | +20.2% | +13.0% |
| 6M | +10.5% | -7.5% | +18.0% | +11.1% |
| YTD | +30.8% | -11.6% | +42.4% | +31.8% |
| 1Y | +54.9% | -14.3% | +69.2% | +56.5% |
| 3Y | +80.7% | +18.5% | +62.2% | +74.3% |
| 5Y | +83.4% | +46.8% | +36.7% | +69.5% |
| All | +83.4% | +47.2% | +36.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling