+203.1%
JNJ vs VST
+1,175.7%
-972.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.3% |
| 7D | +2.7% | +8.9% | -6.2% | +2.4% |
| 30D | +7.4% | +6.2% | +1.2% | +7.2% |
| 3M | +21.2% | -2.7% | +23.9% | +21.2% |
| 6M | +13.4% | -8.4% | +21.8% | +13.5% |
| YTD | +35.1% | -7.2% | +42.3% | +35.0% |
| 1Y | +57.4% | -20.9% | +78.3% | +58.0% |
| 3Y | +86.8% | +384.0% | -297.2% | +47.3% |
| 5Y | +80.8% | +757.1% | -676.3% | +28.4% |
| All | +203.1% | +1,175.7% | -972.6% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling