-13.3%
BSX vs ARWR
+81.3%
-94.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.8% | -17.7% | +20.4% | +3.9% |
| 30D | +4.6% | -21.9% | +26.5% | +6.1% |
| 3M | -11.4% | -44.5% | +33.1% | -8.2% |
| 6M | -17.1% | -32.6% | +15.5% | -15.5% |
| YTD | -53.1% | -26.2% | -26.9% | -52.5% |
| 1Y | -55.7% | +23.0% | -78.7% | -56.7% |
| 3Y | -13.3% | +81.8% | -95.1% | -19.9% |
| All | -13.3% | +81.3% | -94.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling