+141.8%
BRKR vs ARWR
-18.3%
+160.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -8.7% | -4.0% | -4.6% | -8.6% |
| 30D | -9.9% | -5.0% | -4.8% | -9.8% |
| 3M | -3.1% | +11.3% | -14.4% | -3.3% |
| 6M | +45.5% | +42.6% | +2.9% | +44.7% |
| YTD | +13.7% | +24.8% | -11.1% | +13.3% |
| 1Y | +67.4% | +178.8% | -111.3% | +65.0% |
| 3Y | -13.2% | +183.3% | -196.6% | -14.9% |
| 5Y | -39.5% | +29.5% | -69.0% | -40.3% |
| 10Y | +153.5% | +1,057.1% | -903.7% | +143.4% |
| All | +141.8% | -18.3% | +160.1% | +150.3% |
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