+83.7%
JNJ vs VST
+761.6%
-677.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.0% |
| 7D | +2.7% | +8.9% | -6.2% | +3.0% |
| 30D | +7.4% | +6.2% | +1.2% | +7.7% |
| 3M | +21.2% | -2.7% | +23.9% | +21.2% |
| 6M | +13.4% | -8.4% | +21.8% | +13.3% |
| YTD | +35.1% | -7.2% | +42.3% | +35.2% |
| 1Y | +57.4% | -20.9% | +78.3% | +56.8% |
| 3Y | +86.8% | +384.0% | -297.2% | +75.1% |
| All | +83.7% | +761.6% | -677.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling