+84.2%
JNJ vs VTV
+80.6%
+3.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.0% |
| 30D | +2.3% | -1.0% | +3.3% | +2.8% |
| 3M | +12.0% | +4.6% | +7.3% | +9.6% |
| 6M | +10.5% | +13.5% | -3.0% | +4.0% |
| YTD | +30.4% | +18.5% | +11.9% | +20.2% |
| 1Y | +52.1% | +22.9% | +29.2% | +37.7% |
| 3Y | +77.8% | +67.8% | +10.0% | +37.0% |
| All | +84.2% | +80.6% | +3.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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