+1,675.5%
JNJ vs VTR
+1,484.0%
+191.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -3.0% | -2.9% | 0.0% | -2.6% |
| 30D | +2.5% | -2.8% | +5.3% | +2.8% |
| 3M | +13.2% | +9.0% | +4.2% | +12.2% |
| 6M | +11.3% | +5.0% | +6.3% | +10.7% |
| YTD | +31.1% | +16.9% | +14.2% | +29.0% |
| 1Y | +54.3% | +34.3% | +20.0% | +49.5% |
| 3Y | +81.1% | +131.6% | -50.4% | +65.5% |
| 5Y | +82.7% | +88.0% | -5.3% | +69.4% |
| 10Y | +196.5% | +97.8% | +98.7% | +163.5% |
| All | +1,675.5% | +1,484.0% | +191.5% | +1,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling