-33.9%
BIIB vs ARWR
+29.5%
-63.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.5% |
| 7D | -1.6% | +2.9% | -4.5% | -2.1% |
| 30D | +2.2% | -2.9% | +5.1% | +2.7% |
| 3M | +10.3% | +15.2% | -4.9% | +6.9% |
| 6M | +14.9% | +42.3% | -27.3% | +6.4% |
| YTD | +20.7% | +28.2% | -7.5% | +13.5% |
| 1Y | +50.3% | +213.2% | -162.9% | +17.0% |
| 3Y | -18.0% | +184.6% | -202.6% | -40.2% |
| 5Y | -33.9% | +29.2% | -63.2% | -48.1% |
| All | -33.9% | +29.5% | -63.5% | -48.1% |
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 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