+78.3%
JNJ vs VSXY
+339.2%
-260.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.3% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +3.0% | -22.1% | +25.1% | +2.9% |
| 3M | +12.2% | -1.1% | +13.4% | +12.2% |
| 6M | +10.5% | +53.8% | -43.4% | +10.5% |
| YTD | +30.8% | +35.5% | -4.7% | +30.8% |
| 1Y | +54.9% | +186.0% | -131.1% | +54.8% |
| All | +78.3% | +339.2% | -260.9% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling