+84.2%
JNJ vs VYM
+77.5%
+6.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | +2.3% | -2.2% | +4.6% | +3.4% |
| 3M | +12.0% | +3.1% | +8.9% | +10.5% |
| 6M | +10.5% | +9.7% | +0.8% | +5.9% |
| YTD | +30.4% | +14.9% | +15.5% | +22.2% |
| 1Y | +52.1% | +17.6% | +34.6% | +41.0% |
| 3Y | +77.8% | +65.3% | +12.5% | +38.3% |
| All | +84.2% | +77.5% | +6.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling