+872.2%
JNJ vs VUG
+1,251.8%
-379.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +21.2% | -0.7% | +21.9% | +20.9% |
| 6M | +13.4% | +14.6% | -1.2% | +6.4% |
| YTD | +35.1% | +9.0% | +26.1% | +29.3% |
| 1Y | +57.4% | +14.9% | +42.6% | +46.9% |
| 3Y | +86.8% | +86.0% | +0.7% | +36.1% |
| 5Y | +80.8% | +76.7% | +4.1% | +31.1% |
| 10Y | +202.7% | +411.3% | -208.6% | +18.3% |
| All | +872.2% | +1,251.8% | -379.6% | +107.8% |
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