+168.1%
JNJ vs VRT
+1,856.9%
-1,688.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.5% |
| 7D | +5.5% | -17.7% | +23.2% | +5.3% |
| 30D | +7.4% | -20.0% | +27.4% | +7.2% |
| 3M | +7.8% | -28.1% | +35.9% | +7.6% |
| 6M | +28.2% | -42.8% | +71.1% | +27.9% |
| YTD | +37.9% | +20.0% | +17.9% | +37.3% |
| 1Y | +52.4% | +3.5% | +48.9% | +51.8% |
| 3Y | +107.7% | +366.1% | -258.5% | +95.6% |
| 5Y | +96.5% | +632.2% | -535.6% | +78.4% |
| All | +168.1% | +1,856.9% | -1,688.9% | +134.2% |
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