+112.6%
BSX vs ARWR
+1,009.4%
-896.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.6% |
| 7D | -1.0% | -17.9% | +17.0% | +0.8% |
| 30D | +2.1% | -18.9% | +20.9% | +3.9% |
| 3M | -14.0% | -46.0% | +31.9% | -9.0% |
| 6M | -18.3% | -40.3% | +22.0% | -14.8% |
| YTD | -53.6% | -29.0% | -24.7% | -52.6% |
| 1Y | -57.6% | +13.8% | -71.4% | -58.9% |
| 3Y | -14.3% | +74.9% | -89.2% | -24.3% |
| 5Y | +5.1% | -36.2% | +41.3% | -0.4% |
| All | +112.6% | +1,009.4% | -896.8% | +49.2% |
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