+162.8%
JNJ vs VRT
+2,725.9%
-2,563.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.1% |
| 7D | +2.7% | +9.1% | -6.4% | +2.7% |
| 30D | +7.4% | +0.9% | +6.4% | +7.4% |
| 3M | +21.2% | -13.4% | +34.6% | +21.2% |
| 6M | +13.4% | +11.7% | +1.7% | +13.3% |
| YTD | +35.1% | +73.2% | -38.1% | +34.9% |
| 1Y | +57.4% | +123.4% | -66.0% | +57.1% |
| 3Y | +86.8% | +606.2% | -519.4% | +75.7% |
| 5Y | +80.8% | +899.9% | -819.1% | +65.3% |
| All | +162.8% | +2,725.9% | -2,563.1% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling