+11.3%
JNJ vs VTR
+7.2%
+4.0%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -3.0% | -2.9% | 0.0% | -1.6% |
| 30D | +2.5% | -2.8% | +5.3% | +3.8% |
| 3M | +13.2% | +9.0% | +4.2% | +8.8% |
| 6M | +11.3% | +5.0% | +6.3% | +7.7% |
| All | +11.3% | +7.2% | +4.0% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling