+84.2%
JNJ vs VTR
+87.5%
-3.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +2.3% | +1.1% | +1.2% | +2.1% |
| 3M | +12.0% | +7.9% | +4.1% | +10.4% |
| 6M | +10.5% | +6.2% | +4.3% | +9.1% |
| YTD | +30.4% | +17.7% | +12.7% | +26.4% |
| 1Y | +52.1% | +32.9% | +19.2% | +44.2% |
| 3Y | +77.8% | +129.7% | -51.9% | +54.2% |
| All | +84.2% | +87.5% | -3.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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