+51.2%
JNJ vs VSXY
+210.1%
-158.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +3.9% |
| 7D | +1.9% | +14.2% | -12.3% | +2.1% |
| 30D | +9.2% | +21.9% | -12.6% | +9.6% |
| 3M | +8.9% | +22.1% | -13.2% | +9.4% |
| 6M | +24.6% | +116.7% | -92.1% | +25.9% |
| YTD | +35.7% | +101.1% | -65.5% | +36.6% |
| 1Y | +51.2% | +208.0% | -156.8% | +55.5% |
| All | +51.2% | +210.1% | -158.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling