+52.4%
JNJ vs VRT
+3.4%
+49.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.6% |
| 7D | +5.5% | -17.7% | +23.2% | +4.5% |
| 30D | +7.4% | -20.0% | +27.4% | +6.4% |
| 3M | +7.8% | -28.1% | +35.9% | +6.4% |
| 6M | +28.2% | -42.8% | +71.1% | +26.2% |
| YTD | +37.9% | +20.0% | +17.9% | +34.4% |
| 1Y | +52.4% | +3.5% | +48.9% | +48.2% |
| All | +52.4% | +3.4% | +49.0% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling