+196.5%
JNJ vs ARMK
+134.7%
+61.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +2.5% | +2.4% | +0.2% | +2.3% |
| 3M | +13.2% | +6.1% | +7.2% | +12.6% |
| 6M | +11.3% | +41.8% | -30.5% | +7.9% |
| YTD | +31.1% | +55.5% | -24.4% | +26.0% |
| 1Y | +54.3% | +49.6% | +4.7% | +48.8% |
| 3Y | +81.1% | +122.8% | -41.6% | +67.6% |
| 5Y | +82.7% | +151.0% | -68.3% | +65.9% |
| 10Y | +196.5% | +137.9% | +58.5% | +189.2% |
| All | +196.5% | +134.7% | +61.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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