+210.8%
JNJ vs VST
+1,112.0%
-901.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.6% | -9.1% | +1.2% |
| 7D | +1.1% | -9.8% | +10.9% | +1.3% |
| 30D | +6.9% | -25.1% | +32.0% | +7.6% |
| 3M | +8.0% | -11.6% | +19.6% | +8.1% |
| 6M | +24.3% | -20.9% | +45.2% | +24.7% |
| YTD | +35.6% | -22.3% | +57.9% | +35.9% |
| 1Y | +51.1% | -32.0% | +83.1% | +52.0% |
| 3Y | +98.3% | +262.4% | -164.1% | +59.2% |
| 5Y | +94.3% | +563.4% | -469.0% | +40.1% |
| All | +210.8% | +1,112.0% | -901.3% | +111.7% |
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