+107.7%
JNJ vs VRT
+387.3%
-279.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.7% |
| 7D | +5.5% | -17.7% | +23.2% | +4.1% |
| 30D | +7.4% | -20.0% | +27.4% | +6.0% |
| 3M | +7.8% | -28.1% | +35.9% | +5.7% |
| 6M | +28.2% | -42.8% | +71.1% | +24.5% |
| YTD | +37.9% | +20.0% | +17.9% | +42.1% |
| 1Y | +52.4% | +3.5% | +48.9% | +55.3% |
| 3Y | +107.7% | +366.1% | -258.5% | +136.7% |
| All | +107.7% | +387.3% | -279.7% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling