+109.1%
JNJ vs ARM
+282.7%
-173.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.0% |
| 7D | +4.1% | +19.8% | -15.7% | +4.9% |
| 30D | +14.0% | -21.8% | +35.8% | +13.1% |
| 3M | +9.2% | -26.5% | +35.7% | +8.3% |
| 6M | +27.8% | -3.9% | +31.7% | +27.6% |
| YTD | +39.2% | +82.8% | -43.6% | +41.9% |
| 1Y | +49.1% | +34.3% | +14.8% | +50.6% |
| All | +109.1% | +282.7% | -173.6% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling