+82.5%
JNJ vs RSP
+54.0%
+28.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +4.3% | -1.5% | +5.8% | +4.8% |
| 3M | +16.5% | +4.8% | +11.7% | +15.0% |
| 6M | +13.1% | +10.3% | +2.9% | +10.1% |
| YTD | +32.1% | +14.1% | +18.1% | +27.2% |
| 1Y | +54.5% | +17.0% | +37.5% | +47.6% |
| 3Y | +82.5% | +54.2% | +28.3% | +55.0% |
| All | +82.5% | +54.0% | +28.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling