+621.8%
JNJ vs VWO
+317.6%
+304.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -4.3% | -1.7% | -2.6% | -3.9% |
| 30D | +3.0% | -0.3% | +3.3% | +3.1% |
| 3M | +12.2% | +4.0% | +8.3% | +10.7% |
| 6M | +10.5% | +8.1% | +2.4% | +7.5% |
| YTD | +30.8% | +11.6% | +19.1% | +26.0% |
| 1Y | +54.9% | +16.2% | +38.7% | +47.3% |
| 3Y | +80.7% | +63.3% | +17.4% | +54.3% |
| 5Y | +83.4% | +33.4% | +50.1% | +64.7% |
| 10Y | +195.7% | +113.3% | +82.4% | +126.0% |
| All | +621.8% | +317.6% | +304.2% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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