+194.2%
JNJ vs ARWR
+1,078.7%
-884.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.7% |
| 7D | -3.0% | -3.2% | +0.3% | -2.8% |
| 30D | +2.5% | -6.5% | +9.0% | +2.8% |
| 3M | +13.2% | +12.7% | +0.6% | +12.6% |
| 6M | +11.3% | +36.2% | -24.9% | +9.8% |
| YTD | +31.1% | +24.5% | +6.7% | +29.7% |
| 1Y | +54.3% | +198.0% | -143.7% | +47.5% |
| 3Y | +81.1% | +176.4% | -95.2% | +70.6% |
| 5Y | +82.7% | +26.6% | +56.2% | +74.4% |
| All | +194.2% | +1,078.7% | -884.6% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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