+51.2%
JNJ vs VST
-35.7%
+86.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.6% | +2.6% |
| 7D | +1.9% | -15.7% | +17.7% | +0.7% |
| 30D | +9.2% | -17.0% | +26.2% | +7.8% |
| 3M | +8.9% | -15.9% | +24.8% | +7.6% |
| 6M | +24.6% | -25.0% | +49.6% | +22.7% |
| YTD | +35.7% | -25.1% | +60.8% | +34.1% |
| 1Y | +51.2% | -34.9% | +86.1% | +48.3% |
| All | +51.2% | -35.7% | +86.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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