+11,546.3%
AMGN vs ARWR
-97.0%
+11,643.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | +7.8% | -0.7% | +8.5% | +7.8% |
| 3M | +27.3% | +14.9% | +12.4% | +27.2% |
| 6M | +16.8% | +32.6% | -15.8% | +16.7% |
| YTD | +36.3% | +30.0% | +6.3% | +36.2% |
| 1Y | +60.4% | +208.4% | -147.9% | +59.7% |
| 3Y | +86.3% | +208.8% | -122.5% | +85.3% |
| 5Y | +125.7% | +27.8% | +97.8% | +124.7% |
| 10Y | +247.0% | +1,107.6% | -860.5% | +243.2% |
| All | +11,546.3% | -97.0% | +11,643.4% | +11,836.7% |
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