+82.7%
JNJ vs VO
+42.2%
+40.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +2.5% | -1.9% | +4.4% | +2.9% |
| 3M | +13.2% | +3.3% | +10.0% | +12.5% |
| 6M | +11.3% | +9.7% | +1.6% | +9.1% |
| YTD | +31.1% | +12.6% | +18.5% | +27.8% |
| 1Y | +54.3% | +13.6% | +40.7% | +50.1% |
| 3Y | +81.1% | +56.8% | +24.3% | +63.3% |
| 5Y | +82.7% | +42.3% | +40.4% | +64.6% |
| All | +82.7% | +42.2% | +40.5% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling