+1,510.1%
BSX vs ARWR
-97.0%
+1,607.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | +1.7% | +0.4% | +2.0% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | -2.1% | +14.9% | -17.0% | -2.3% |
| 6M | -33.8% | +32.6% | -66.4% | -33.9% |
| YTD | -49.9% | +30.0% | -79.9% | -50.0% |
| 1Y | -55.4% | +208.4% | -263.8% | -55.8% |
| 3Y | -10.9% | +208.8% | -219.7% | -11.8% |
| 5Y | +6.4% | +27.8% | -21.4% | +5.6% |
| 10Y | +97.0% | +1,107.6% | -1,010.5% | +92.4% |
| All | +1,510.1% | -97.0% | +1,607.2% | +1,541.4% |
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