+154.9%
AMGN vs ARWR
-39.6%
+194.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.9% | -17.7% | +18.5% | +2.4% |
| 30D | +12.1% | -21.9% | +34.1% | +14.3% |
| 3M | +12.2% | -44.5% | +56.7% | +17.5% |
| 6M | +42.1% | -32.6% | +74.7% | +46.1% |
| YTD | +45.0% | -26.2% | +71.2% | +47.3% |
| 1Y | +47.7% | +23.0% | +24.8% | +42.9% |
| 3Y | +90.4% | +81.8% | +8.7% | +71.7% |
| 5Y | +154.9% | -36.0% | +191.0% | +137.3% |
| All | +154.9% | -39.6% | +194.6% | +137.3% |
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 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