+822.6%
VOO vs JNJ
+617.8%
+204.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.5% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -0.9% | +4.3% | -5.3% | -3.1% |
| 3M | +3.9% | +16.5% | -12.6% | -4.5% |
| 6M | +14.5% | +13.1% | +1.4% | +6.6% |
| YTD | +13.0% | +32.1% | -19.2% | -3.4% |
| 1Y | +19.4% | +54.5% | -35.1% | -6.4% |
| 3Y | +78.9% | +82.5% | -3.7% | +24.9% |
| 5Y | +82.3% | +80.0% | +2.3% | +26.5% |
| 10Y | +314.2% | +195.7% | +118.6% | +98.1% |
| All | +822.6% | +617.8% | +204.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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