+77.8%
JNJ vs VTRS
+84.5%
-6.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.5% |
| 6M | +10.5% | +19.9% | -9.5% | +7.1% |
| YTD | +30.4% | +35.7% | -5.3% | +23.6% |
| 1Y | +52.1% | +68.1% | -16.0% | +38.9% |
| 3Y | +77.8% | +87.1% | -9.3% | +53.5% |
| All | +77.8% | +84.5% | -6.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling