+196.4%
JNJ vs VST
+1,196.4%
-1,000.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -0.8% | +9.9% | -10.6% | -1.1% |
| 30D | +4.3% | +7.9% | -3.6% | +4.1% |
| 3M | +16.5% | +3.4% | +13.1% | +16.2% |
| 6M | +13.1% | -4.1% | +17.2% | +13.1% |
| YTD | +32.1% | -5.7% | +37.8% | +31.9% |
| 1Y | +54.5% | -18.9% | +73.4% | +54.9% |
| 3Y | +82.5% | +359.1% | -276.5% | +45.4% |
| 5Y | +80.0% | +766.9% | -686.9% | +27.9% |
| All | +196.4% | +1,196.4% | -1,000.0% | +101.3% |
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 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