+909.4%
JNJ vs VUG
+1,188.6%
-279.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +3.5% | +2.5% | +0.9% | +2.4% |
| 30D | +12.5% | -6.3% | +18.8% | +15.3% |
| 3M | +9.6% | -6.0% | +15.6% | +12.0% |
| 6M | +25.3% | -3.5% | +28.9% | +26.1% |
| YTD | +40.3% | +3.9% | +36.4% | +36.4% |
| 1Y | +49.6% | +5.1% | +44.5% | +44.7% |
| 3Y | +110.8% | +77.9% | +32.9% | +56.2% |
| 5Y | +99.1% | +62.4% | +36.7% | +49.9% |
| 10Y | +216.6% | +399.4% | -182.8% | +24.1% |
| All | +909.4% | +1,188.6% | -279.2% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling