-21.2%
BIIB vs ARWR
+1,024.2%
-1,045.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | +2.0% | -17.8% | +19.9% | +4.4% |
| 30D | +8.8% | -18.1% | +27.0% | +11.4% |
| 3M | +20.3% | -44.2% | +64.5% | +29.2% |
| 6M | +23.9% | -38.6% | +62.5% | +30.7% |
| YTD | +44.0% | -28.0% | +72.0% | +47.8% |
| 1Y | +53.8% | +16.1% | +37.7% | +46.9% |
| 3Y | +13.8% | +84.0% | -70.1% | -3.1% |
| 5Y | -6.3% | -35.4% | +29.1% | -13.1% |
| All | -21.2% | +1,024.2% | -1,045.4% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling