+80.0%
JNJ vs VRT
+994.5%
-914.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.1% |
| 7D | -0.8% | +13.6% | -14.4% | -0.4% |
| 30D | +4.3% | +6.8% | -2.4% | +4.6% |
| 3M | +16.5% | -3.2% | +19.7% | +16.6% |
| 6M | +13.1% | +20.3% | -7.2% | +13.9% |
| YTD | +32.1% | +79.6% | -47.5% | +34.5% |
| 1Y | +54.5% | +139.0% | -84.5% | +58.7% |
| 3Y | +82.5% | +644.6% | -562.1% | +84.4% |
| 5Y | +80.0% | +1,024.4% | -944.3% | +72.9% |
| All | +80.0% | +994.5% | -914.4% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling