+768.5%
JNJ vs VNQ
+382.8%
+385.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.3% | -2.6% | -1.7% | -3.7% |
| 30D | +3.0% | -2.3% | +5.4% | +3.7% |
| 3M | +12.2% | -2.8% | +15.0% | +13.1% |
| 6M | +10.5% | +2.5% | +8.0% | +9.8% |
| YTD | +30.8% | +8.4% | +22.3% | +28.0% |
| 1Y | +54.9% | +6.8% | +48.2% | +52.2% |
| 3Y | +80.7% | +29.9% | +50.7% | +68.1% |
| 5Y | +83.4% | +7.2% | +76.2% | +77.7% |
| 10Y | +195.7% | +62.5% | +133.1% | +154.7% |
| All | +768.5% | +382.8% | +385.7% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling