+1,376.3%
BMY vs ARWR
-98.3%
+1,474.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +1.8% | -17.7% | +19.5% | +1.8% |
| 30D | +6.2% | -21.9% | +28.1% | +6.3% |
| 3M | -2.1% | -44.5% | +42.4% | -2.0% |
| 6M | +14.3% | -32.6% | +46.8% | +14.4% |
| YTD | +21.6% | -26.2% | +47.8% | +21.7% |
| 1Y | +38.8% | +23.0% | +15.8% | +38.6% |
| 3Y | +42.9% | +81.8% | -38.8% | +42.4% |
| 5Y | +30.1% | -36.0% | +66.1% | +29.8% |
| 10Y | +58.2% | +1,039.5% | -981.4% | +56.6% |
| All | +1,376.3% | -98.3% | +1,474.7% | +1,462.6% |
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