+51.2%
JNJ vs VSAT
+85.9%
-34.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.2% | +15.0% | +3.7% |
| 7D | +1.9% | -14.7% | +16.6% | +1.8% |
| 30D | +9.2% | -4.3% | +13.5% | +9.2% |
| 3M | +8.9% | -22.5% | +31.4% | +8.8% |
| 6M | +24.6% | +4.7% | +19.9% | +24.2% |
| YTD | +35.7% | +93.8% | -58.2% | +35.1% |
| 1Y | +51.2% | +79.8% | -28.6% | +51.0% |
| All | +51.2% | +85.9% | -34.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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