+54.5%
JNJ vs ARM
+88.5%
-34.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -6.0% | -2.0% |
| 7D | -0.8% | +11.4% | -12.1% | -0.2% |
| 30D | +4.3% | -7.4% | +11.8% | +4.1% |
| 3M | +16.5% | -24.5% | +41.0% | +15.4% |
| 6M | +13.1% | +128.7% | -115.5% | +11.9% |
| YTD | +32.1% | +139.3% | -107.1% | +30.9% |
| 1Y | +54.5% | +88.0% | -33.5% | +53.1% |
| All | +54.5% | +88.5% | -34.1% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling