+219.1%
JNJ vs VST
+1,153.0%
-933.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +4.1% | +19.2% | -15.0% | +3.6% |
| 30D | +14.0% | -17.2% | +31.2% | +14.5% |
| 3M | +9.2% | -8.1% | +17.4% | +9.2% |
| 6M | +27.8% | -8.1% | +35.9% | +27.6% |
| YTD | +39.2% | -16.3% | +55.5% | +39.2% |
| 1Y | +49.1% | -24.1% | +73.2% | +49.6% |
| 3Y | +109.7% | +300.2% | -190.5% | +67.2% |
| 5Y | +97.6% | +645.9% | -548.3% | +40.9% |
| All | +219.1% | +1,153.0% | -933.9% | +114.7% |
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