+98.3%
JNJ vs ARM
+223.5%
-125.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.6% |
| 7D | +1.1% | -15.2% | +16.3% | +0.5% |
| 30D | +6.9% | -40.7% | +47.6% | +4.9% |
| 3M | +8.0% | -39.1% | +47.1% | +6.4% |
| 6M | +24.3% | -26.4% | +50.7% | +23.1% |
| YTD | +35.6% | +59.7% | -24.1% | +37.4% |
| 1Y | +51.1% | +10.3% | +40.7% | +51.4% |
| 3Y | +98.3% | +228.9% | -130.6% | +94.7% |
| All | +98.3% | +223.5% | -125.2% | +94.7% |
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