+194.2%
JNJ vs RSP
+211.3%
-17.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -3.0% | -1.8% | -1.1% | -2.1% |
| 30D | +2.5% | -2.5% | +5.0% | +3.7% |
| 3M | +13.2% | +3.0% | +10.2% | +11.6% |
| 6M | +11.3% | +8.9% | +2.4% | +6.8% |
| YTD | +31.1% | +13.0% | +18.2% | +23.5% |
| 1Y | +54.3% | +16.2% | +38.1% | +43.3% |
| 3Y | +81.1% | +52.7% | +28.5% | +45.7% |
| 5Y | +82.7% | +50.5% | +32.3% | +45.8% |
| All | +194.2% | +211.3% | -17.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 10y: compounded portfolio wealth divided by compounded RSP 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…
10y analysis · Full analysis span regression · 6 months rolling