+835.0%
JNJ vs RSP
+1,139.7%
-304.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | +2.7% | -0.8% | +3.4% | +3.0% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +21.2% | +4.3% | +16.9% | +18.8% |
| 6M | +13.4% | +8.8% | +4.6% | +8.9% |
| YTD | +35.1% | +15.3% | +19.9% | +26.2% |
| 1Y | +57.4% | +18.3% | +39.2% | +45.2% |
| 3Y | +86.8% | +52.8% | +34.0% | +51.3% |
| 5Y | +80.8% | +51.7% | +29.1% | +44.9% |
| 10Y | +202.7% | +208.5% | -5.7% | +68.8% |
| All | +835.0% | +1,139.7% | -304.6% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling