+83.7%
JNJ vs VSXY
+42.7%
+41.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -0.8% | -6.8% | +6.0% | -0.7% |
| 30D | +4.3% | -20.4% | +24.7% | +4.5% |
| 3M | +16.5% | +2.9% | +13.6% | +16.4% |
| 6M | +13.1% | +67.9% | -54.8% | +12.5% |
| YTD | +32.1% | +44.9% | -12.7% | +31.5% |
| 1Y | +54.5% | +205.9% | -151.4% | +52.3% |
| 3Y | +82.5% | +373.9% | -291.3% | +77.1% |
| 5Y | +80.0% | +23.5% | +56.6% | +79.2% |
| All | +83.7% | +42.7% | +41.0% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling