+2,112.3%
JNJ vs VSAT
+1,485.7%
+626.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.2% | -1.4% |
| 7D | +2.7% | +11.8% | -9.1% | +2.2% |
| 30D | +7.4% | -7.0% | +14.4% | +7.6% |
| 3M | +21.2% | +3.3% | +17.9% | +20.4% |
| 6M | +13.4% | +57.4% | -44.0% | +10.1% |
| YTD | +35.1% | +118.6% | -83.4% | +28.8% |
| 1Y | +57.4% | +150.2% | -92.8% | +48.5% |
| 3Y | +86.8% | +160.7% | -73.9% | +69.8% |
| 5Y | +80.8% | +51.2% | +29.6% | +65.8% |
| 10Y | +202.7% | -0.7% | +203.4% | +177.4% |
| All | +2,112.3% | +1,485.7% | +626.6% | +1,632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling