+192.5%
JNJ vs VSAT
+3.3%
+189.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | +2.3% | -14.8% | +17.1% | +2.9% |
| 3M | +12.0% | +2.2% | +9.8% | +11.4% |
| 6M | +10.5% | +60.2% | -49.7% | +7.2% |
| YTD | +30.4% | +115.6% | -85.2% | +24.3% |
| 1Y | +52.1% | +132.9% | -80.7% | +44.0% |
| 3Y | +77.8% | +216.1% | -138.3% | +60.1% |
| 5Y | +82.9% | +52.9% | +30.0% | +69.4% |
| All | +192.5% | +3.3% | +189.2% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling