+193.4%
JNJ vs VUG
+419.9%
-226.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -4.3% | -1.9% | -2.5% | -3.9% |
| 30D | +3.0% | -1.6% | +4.6% | +3.4% |
| 3M | +12.2% | +4.4% | +7.8% | +10.7% |
| 6M | +10.5% | +13.2% | -2.7% | +6.2% |
| YTD | +30.8% | +7.5% | +23.3% | +27.5% |
| 1Y | +54.9% | +12.5% | +42.5% | +48.8% |
| 3Y | +80.7% | +86.0% | -5.3% | +43.0% |
| 5Y | +83.4% | +76.5% | +6.9% | +46.1% |
| All | +193.4% | +419.9% | -226.6% | +25.4% |
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