+5,713.8%
JNJ vs ARWR
-98.4%
+5,812.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.1% |
| 7D | +4.1% | -17.9% | +22.1% | +4.2% |
| 30D | +14.0% | -18.9% | +32.9% | +14.1% |
| 3M | +9.2% | -46.0% | +55.2% | +9.5% |
| 6M | +27.8% | -40.3% | +68.1% | +28.0% |
| YTD | +39.2% | -29.0% | +68.2% | +39.3% |
| 1Y | +49.1% | +13.8% | +35.3% | +48.9% |
| 3Y | +109.7% | +74.9% | +34.8% | +108.6% |
| 5Y | +97.6% | -36.2% | +133.8% | +97.1% |
| 10Y | +214.1% | +1,028.0% | -813.9% | +208.2% |
| All | +5,713.8% | -98.4% | +5,812.2% | +4,913.0% |
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 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