+1,420.2%
BSX vs ARWR
-98.3%
+1,518.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +1.0% |
| 7D | -1.5% | -19.9% | +18.4% | -1.4% |
| 30D | +2.9% | -18.7% | +21.7% | +3.1% |
| 3M | -11.8% | -44.7% | +32.9% | -11.5% |
| 6M | -15.4% | -36.5% | +21.1% | -15.2% |
| YTD | -52.7% | -25.7% | -27.0% | -52.6% |
| 1Y | -56.0% | +18.9% | -74.9% | -56.1% |
| 3Y | -12.5% | +83.1% | -95.6% | -13.1% |
| 5Y | +7.6% | -34.9% | +42.4% | +7.2% |
| 10Y | +109.9% | +1,080.9% | -971.0% | +105.3% |
| All | +1,420.2% | -98.3% | +1,518.5% | +1,454.9% |
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 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