+51.2%
JNJ vs VSH
+62.1%
-10.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.9% | +3.5% |
| 7D | +1.9% | -13.6% | +15.6% | +1.1% |
| 30D | +9.2% | -30.4% | +39.6% | +7.0% |
| 3M | +8.9% | -33.3% | +42.2% | +6.8% |
| 6M | +24.6% | -15.1% | +39.6% | +19.5% |
| YTD | +35.7% | +80.2% | -44.6% | +29.4% |
| 1Y | +51.2% | +63.4% | -12.2% | +44.0% |
| All | +51.2% | +62.1% | -10.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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