+84.2%
JNJ vs VRSK
-11.8%
+96.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -5.2% | +1.7% | -2.6% |
| 30D | +2.3% | -2.3% | +4.6% | +2.7% |
| 3M | +12.0% | -2.9% | +14.9% | +12.4% |
| 6M | +10.5% | -12.8% | +23.3% | +13.0% |
| YTD | +30.4% | -20.8% | +51.2% | +35.8% |
| 1Y | +52.1% | -33.2% | +85.4% | +64.6% |
| 3Y | +77.8% | -26.6% | +104.4% | +86.7% |
| All | +84.2% | -11.8% | +96.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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