+10.5%
JNJ vs VNQ
+3.8%
+6.6%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -2.7% |
| 30D | +2.3% | -2.6% | +4.9% | +4.0% |
| 3M | +12.0% | -2.0% | +14.0% | +13.5% |
| 6M | +10.5% | +4.3% | +6.1% | +9.6% |
| All | +10.5% | +3.8% | +6.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 6mo: compounded portfolio wealth divided by compounded VNQ 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…
6mo analysis · Full analysis span regression · 6 months rolling