+647.9%
JNJ vs VXUS
+161.8%
+486.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +2.1% | +1.3% | +2.5% |
| 30D | +12.5% | -1.1% | +13.7% | +13.0% |
| 3M | +9.6% | -5.6% | +15.2% | +12.1% |
| 6M | +25.3% | -2.3% | +27.6% | +25.7% |
| YTD | +40.3% | +10.4% | +29.9% | +33.0% |
| 1Y | +49.6% | +13.1% | +36.6% | +40.3% |
| 3Y | +110.8% | +68.0% | +42.8% | +63.6% |
| 5Y | +99.1% | +45.8% | +53.3% | +63.6% |
| 10Y | +216.6% | +144.7% | +71.9% | +96.8% |
| All | +647.9% | +161.8% | +486.0% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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