+5,543.8%
JNJ vs ARWR
-97.0%
+5,640.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.7% |
| 30D | +7.4% | -0.7% | +8.0% | +7.4% |
| 3M | +21.2% | +14.9% | +6.3% | +21.1% |
| 6M | +13.4% | +32.6% | -19.2% | +13.2% |
| YTD | +35.1% | +30.0% | +5.1% | +34.9% |
| 1Y | +57.4% | +208.4% | -150.9% | +56.5% |
| 3Y | +86.8% | +208.8% | -122.0% | +85.4% |
| 5Y | +80.8% | +27.8% | +53.0% | +79.8% |
| 10Y | +202.7% | +1,107.6% | -904.8% | +196.8% |
| All | +5,543.8% | -97.0% | +5,640.9% | +4,754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling