+87.6%
JNJ vs ARM
+232.1%
-144.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +2.4% |
| 7D | +4.3% | -5.3% | +9.6% | +4.1% |
| 30D | +7.9% | -30.0% | +37.9% | +6.6% |
| 3M | +9.4% | -34.1% | +43.4% | +8.1% |
| 6M | +28.8% | -12.6% | +41.5% | +28.2% |
| YTD | +38.5% | +70.4% | -31.9% | +40.5% |
| 1Y | +54.6% | +22.3% | +32.4% | +55.4% |
| 3Y | +108.4% | +261.2% | -152.8% | +106.3% |
| All | +87.6% | +232.1% | -144.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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