+192.5%
JNJ vs VTRS
-48.4%
+240.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | +2.3% | +3.3% | -1.0% | +1.8% |
| 3M | +12.0% | +2.0% | +10.0% | +11.6% |
| 6M | +10.5% | +19.9% | -9.5% | +7.3% |
| YTD | +30.4% | +35.7% | -5.3% | +24.1% |
| 1Y | +52.1% | +68.1% | -16.0% | +40.0% |
| 3Y | +77.8% | +87.1% | -9.3% | +58.9% |
| 5Y | +82.9% | +47.6% | +35.3% | +66.4% |
| All | +192.5% | -48.4% | +240.9% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling