-21.2%
BIIB vs ARWR
+1,061.4%
-1,082.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -0.4% | -19.9% | +19.5% | +2.3% |
| 30D | +10.5% | -18.7% | +29.2% | +13.2% |
| 3M | +24.3% | -44.7% | +69.0% | +33.7% |
| 6M | +28.0% | -36.5% | +64.5% | +34.4% |
| YTD | +44.0% | -25.7% | +69.6% | +47.2% |
| 1Y | +58.8% | +18.9% | +39.9% | +51.1% |
| 3Y | +12.7% | +83.1% | -70.4% | -4.0% |
| 5Y | -4.9% | -34.9% | +29.9% | -12.0% |
| All | -21.2% | +1,061.4% | -1,082.6% | -46.1% |
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