+57.4%
JNJ vs VYM
+21.4%
+36.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | -0.5% | +7.9% | +7.6% |
| 3M | +21.2% | +3.0% | +18.2% | +20.1% |
| 6M | +13.4% | +8.2% | +5.2% | +10.5% |
| YTD | +35.1% | +15.8% | +19.3% | +29.0% |
| 1Y | +57.4% | +20.8% | +36.6% | +48.4% |
| All | +57.4% | +21.4% | +36.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling