+82.5%
JNJ vs VO
+57.7%
+24.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +4.3% | -1.1% | +5.4% | +4.5% |
| 3M | +16.5% | +4.5% | +11.9% | +15.6% |
| 6M | +13.1% | +11.1% | +2.1% | +11.0% |
| YTD | +32.1% | +13.5% | +18.6% | +28.9% |
| 1Y | +54.5% | +14.5% | +40.0% | +50.5% |
| 3Y | +82.5% | +58.1% | +24.4% | +59.4% |
| All | +82.5% | +57.7% | +24.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling