+8,487.5%
JNJ vs VMC
+3,191.4%
+5,296.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | +4.3% | -9.1% | +13.4% | +5.7% |
| 3M | +16.5% | -4.1% | +20.6% | +17.0% |
| 6M | +13.1% | -5.5% | +18.7% | +13.7% |
| YTD | +32.1% | -8.9% | +41.1% | +33.2% |
| 1Y | +54.5% | -12.9% | +67.4% | +56.7% |
| 3Y | +82.5% | +22.1% | +60.4% | +74.5% |
| 5Y | +80.0% | +52.7% | +27.3% | +64.7% |
| 10Y | +195.7% | +152.7% | +42.9% | +141.7% |
| All | +8,487.5% | +3,191.4% | +5,296.1% | +4,685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling