+100.9%
JNJ vs VSAT
+25.1%
+75.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.8% |
| 7D | +3.5% | +5.9% | -2.4% | +3.4% |
| 30D | +12.5% | +9.7% | +2.8% | +12.3% |
| 3M | +9.6% | -18.3% | +27.9% | +9.7% |
| 6M | +25.3% | -4.1% | +29.4% | +25.0% |
| YTD | +40.3% | +96.5% | -56.2% | +38.1% |
| 1Y | +49.6% | +89.3% | -39.6% | +47.3% |
| 3Y | +110.8% | +270.1% | -159.3% | +102.6% |
| All | +100.9% | +25.1% | +75.9% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling