+619.0%
JNJ vs VRSK
+585.1%
+33.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.3% | -7.7% | +3.4% | -2.3% |
| 30D | +3.0% | -2.8% | +5.9% | +3.7% |
| 3M | +12.2% | -3.7% | +15.9% | +12.9% |
| 6M | +10.5% | -12.8% | +23.2% | +13.6% |
| YTD | +30.8% | -21.0% | +51.7% | +37.7% |
| 1Y | +54.9% | -32.5% | +87.4% | +70.2% |
| 3Y | +80.7% | -26.5% | +107.2% | +91.7% |
| 5Y | +83.4% | -11.5% | +94.9% | +81.4% |
| 10Y | +195.7% | +125.7% | +70.0% | +124.4% |
| All | +619.0% | +585.1% | +33.9% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling