+208.3%
JNJ vs VST
+1,174.0%
-965.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.4% |
| 7D | +5.5% | -6.0% | +11.5% | +5.6% |
| 30D | +7.4% | -18.8% | +26.2% | +7.9% |
| 3M | +7.8% | -8.0% | +15.8% | +7.8% |
| 6M | +28.2% | -10.9% | +39.2% | +28.1% |
| YTD | +37.9% | -18.3% | +56.2% | +37.9% |
| 1Y | +52.4% | -29.9% | +82.3% | +53.3% |
| 3Y | +107.7% | +290.3% | -182.6% | +65.7% |
| 5Y | +96.5% | +635.3% | -538.8% | +40.0% |
| 10Y | +208.3% | +1,162.4% | -954.1% | +105.4% |
| All | +208.3% | +1,174.0% | -965.7% | +105.4% |
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