+113.3%
BSX vs ARWR
+1,024.2%
-911.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.7% | -17.8% | +21.6% | +5.5% |
| 30D | +3.1% | -18.1% | +21.3% | +4.9% |
| 3M | -14.2% | -44.2% | +30.0% | -9.5% |
| 6M | -16.4% | -38.6% | +22.2% | -13.1% |
| YTD | -53.5% | -28.0% | -25.5% | -52.5% |
| 1Y | -57.8% | +16.1% | -73.9% | -59.2% |
| 3Y | -17.4% | +84.0% | -101.4% | -27.4% |
| 5Y | +5.4% | -35.4% | +40.8% | -0.2% |
| All | +113.3% | +1,024.2% | -911.0% | +49.5% |
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