+54.9%
JNJ vs RSP
+15.5%
+39.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.3% | -3.1% | -1.2% | -3.7% |
| 30D | +3.0% | -3.4% | +6.4% | +3.8% |
| 3M | +12.2% | +3.6% | +8.6% | +11.7% |
| 6M | +10.5% | +9.0% | +1.5% | +8.9% |
| YTD | +30.8% | +12.2% | +18.6% | +27.8% |
| 1Y | +54.9% | +15.6% | +39.4% | +50.5% |
| All | +54.9% | +15.5% | +39.5% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling