+107.7%
JNJ vs VST
+286.0%
-178.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.6% |
| 7D | +5.5% | -6.0% | +11.5% | +5.1% |
| 30D | +7.4% | -18.8% | +26.2% | +6.0% |
| 3M | +7.8% | -8.0% | +15.8% | +7.4% |
| 6M | +28.2% | -10.9% | +39.2% | +27.8% |
| YTD | +37.9% | -18.3% | +56.2% | +37.1% |
| 1Y | +52.4% | -29.9% | +82.3% | +50.0% |
| 3Y | +107.7% | +290.3% | -182.6% | +119.8% |
| All | +107.7% | +286.0% | -178.4% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling