+840.9%
JNJ vs VTV
+706.8%
+134.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -4.3% | -2.1% | -2.3% | -3.2% |
| 30D | +3.0% | -1.3% | +4.4% | +3.8% |
| 3M | +12.2% | +5.6% | +6.6% | +8.9% |
| 6M | +10.5% | +12.4% | -1.9% | +3.5% |
| YTD | +30.8% | +17.6% | +13.1% | +19.4% |
| 1Y | +54.9% | +23.5% | +31.4% | +37.7% |
| 3Y | +80.7% | +67.0% | +13.6% | +35.0% |
| 5Y | +83.4% | +80.5% | +2.9% | +30.3% |
| 10Y | +195.7% | +230.6% | -34.9% | +49.4% |
| All | +840.9% | +706.8% | +134.1% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling