+155.0%
JNJ vs VRT
+2,548.2%
-2,393.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.8% |
| 7D | -3.0% | +2.4% | -5.4% | -2.9% |
| 30D | +2.5% | -2.7% | +5.2% | +2.5% |
| 3M | +13.2% | -9.2% | +22.4% | +13.2% |
| 6M | +11.3% | -0.5% | +11.8% | +11.1% |
| YTD | +31.1% | +62.3% | -31.2% | +30.9% |
| 1Y | +54.3% | +109.6% | -55.2% | +53.9% |
| 3Y | +81.1% | +573.1% | -491.9% | +70.2% |
| 5Y | +82.7% | +953.6% | -870.9% | +65.0% |
| All | +155.0% | +2,548.2% | -2,393.2% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling