qualitative way would be a normal probability plot : par(mfrow=c(2,1)) qqnorm(returns1);qqline(returns1) qqnorm(returns2);qqline(returns2) dev.off() A quantitative way of determining normality is to look at the sample skewness and kurtosis to see if those values near those of a normal distribution (zero for both): library(moments) cat("\nsample skewness 1:\t",skewness(returns1,na.rm=TRUE),"\n") cat("\nsample skewness 2:\t",skewness(returns2,na.rm=TRUE),"\n") cat("\nsample kurtosis