+193.4%
JNJ vs VSH
+179.3%
+14.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -4.3% | +3.1% | -7.4% | -4.6% |
| 30D | +3.0% | -5.7% | +8.7% | +3.4% |
| 3M | +12.2% | -42.5% | +54.7% | +16.2% |
| 6M | +10.5% | +82.7% | -72.2% | +0.6% |
| YTD | +30.8% | +118.2% | -87.5% | +16.5% |
| 1Y | +54.9% | +109.7% | -54.7% | +38.1% |
| 3Y | +80.7% | +35.3% | +45.4% | +67.1% |
| 5Y | +83.4% | +65.6% | +17.8% | +60.6% |
| All | +193.4% | +179.3% | +14.1% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling