+221.6%
JNJ vs VUG
+398.3%
-176.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +3.5% | +2.5% | +0.9% | +2.8% |
| 30D | +12.5% | -6.3% | +18.8% | +14.3% |
| 3M | +9.6% | -6.0% | +15.6% | +11.1% |
| 6M | +25.3% | -3.5% | +28.9% | +25.9% |
| YTD | +40.3% | +3.9% | +36.4% | +37.7% |
| 1Y | +49.6% | +5.1% | +44.5% | +46.4% |
| 3Y | +110.8% | +77.9% | +32.9% | +69.0% |
| 5Y | +99.1% | +62.4% | +36.7% | +64.4% |
| All | +221.6% | +398.3% | -176.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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