+80.0%
JNJ vs ARWR
+29.5%
+50.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -0.8% | +2.9% | -3.6% | -0.9% |
| 30D | +4.3% | -2.9% | +7.2% | +4.4% |
| 3M | +16.5% | +15.2% | +1.3% | +15.7% |
| 6M | +13.1% | +42.3% | -29.1% | +11.3% |
| YTD | +32.1% | +28.2% | +3.9% | +30.4% |
| 1Y | +54.5% | +213.2% | -158.8% | +46.9% |
| 3Y | +82.5% | +184.6% | -102.1% | +70.8% |
| 5Y | +80.0% | +29.2% | +50.8% | +65.9% |
| All | +80.0% | +29.5% | +50.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling