+210.7%
JNJ vs ARWR
+1,021.8%
-811.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | +1.5% | -19.9% | +21.4% | +2.3% |
| 30D | +6.3% | -18.7% | +25.0% | +7.1% |
| 3M | +8.5% | -44.7% | +53.2% | +10.8% |
| 6M | +28.0% | -36.5% | +64.5% | +29.8% |
| YTD | +37.7% | -25.7% | +63.3% | +38.6% |
| 1Y | +47.9% | +18.9% | +29.0% | +45.9% |
| 3Y | +107.4% | +83.1% | +24.3% | +97.6% |
| 5Y | +97.7% | -34.9% | +132.6% | +93.0% |
| 10Y | +210.7% | +1,080.9% | -870.2% | +173.3% |
| All | +210.7% | +1,021.8% | -811.2% | +173.3% |
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