+207.8%
JNJ vs VST
+1,219.3%
-1,011.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.3% | -5.2% | +1.9% |
| 7D | +4.3% | -0.5% | +4.8% | +4.2% |
| 30D | +7.9% | -17.1% | +25.0% | +8.3% |
| 3M | +9.4% | -4.6% | +13.9% | +9.2% |
| 6M | +28.8% | -9.1% | +37.9% | +28.7% |
| YTD | +38.5% | -16.6% | +55.1% | +38.5% |
| 1Y | +54.6% | -29.5% | +84.1% | +55.6% |
| 3Y | +108.4% | +297.5% | -189.1% | +66.3% |
| 5Y | +99.6% | +654.5% | -554.9% | +42.1% |
| 10Y | +207.8% | +1,205.2% | -997.5% | +105.8% |
| All | +207.8% | +1,219.3% | -1,011.6% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling