+3,458.5%
JNJ vs RMD
+36,837.6%
-33,379.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -5.0% | +7.7% | +3.2% |
| 30D | +7.4% | +2.2% | +5.2% | +7.1% |
| 3M | +21.2% | +17.8% | +3.4% | +18.9% |
| 6M | +13.4% | -11.3% | +24.7% | +14.6% |
| YTD | +35.1% | -4.4% | +39.6% | +35.3% |
| 1Y | +57.4% | -15.7% | +73.2% | +59.7% |
| 3Y | +86.8% | +47.7% | +39.0% | +76.4% |
| 5Y | +80.8% | -19.2% | +100.0% | +80.6% |
| 10Y | +202.7% | +280.4% | -77.6% | +157.0% |
| All | +3,458.5% | +36,837.6% | -33,379.1% | +2,280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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