+9,018.2%
JNJ vs VSH
+1,390.4%
+7,627.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.1% |
| 7D | +3.5% | +14.3% | -10.9% | +2.3% |
| 30D | +12.5% | -7.9% | +20.4% | +12.8% |
| 3M | +9.6% | -19.9% | +29.4% | +10.6% |
| 6M | +25.3% | -30.5% | +55.9% | +26.3% |
| YTD | +40.3% | +85.7% | -45.4% | +29.2% |
| 1Y | +49.6% | +98.9% | -49.3% | +36.8% |
| 3Y | +110.8% | +32.1% | +78.7% | +95.8% |
| 5Y | +99.1% | +39.7% | +59.4% | +82.2% |
| 10Y | +216.6% | +117.6% | +99.0% | +172.4% |
| All | +9,018.2% | +1,390.4% | +7,627.7% | +4,719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling