+24.3%
JNJ vs ARM
-24.7%
+49.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.8% |
| 7D | +1.1% | -15.2% | +16.3% | -0.1% |
| 30D | +6.9% | -40.7% | +47.6% | +3.0% |
| 3M | +8.0% | -39.1% | +47.1% | +4.8% |
| 6M | +24.3% | -26.4% | +50.7% | +18.1% |
| All | +24.3% | -24.7% | +49.0% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling