+210.7%
JNJ vs RSP
+216.5%
-5.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +6.3% | +4.4% | +1.9% | +4.2% |
| 3M | +8.5% | +1.3% | +7.2% | +7.8% |
| 6M | +28.0% | +10.0% | +18.0% | +22.3% |
| YTD | +37.7% | +17.6% | +20.1% | +27.3% |
| 1Y | +47.9% | +19.2% | +28.7% | +35.9% |
| 3Y | +107.4% | +66.0% | +41.3% | +60.2% |
| 5Y | +97.7% | +50.4% | +47.3% | +58.7% |
| 10Y | +210.7% | +215.7% | -5.0% | +74.2% |
| All | +210.7% | +216.5% | -5.8% | +74.2% |
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