+1.1%
BX vs ARWR
-40.7%
+41.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.3% | +19.1% | +7.3% |
| 7D | +3.3% | -17.3% | +20.6% | +7.4% |
| 30D | +9.6% | -21.5% | +31.1% | +15.3% |
| 3M | -8.7% | -43.8% | +35.1% | +3.3% |
| 6M | +2.2% | -32.3% | +34.5% | +9.5% |
| YTD | -16.2% | -25.8% | +9.6% | -13.0% |
| 1Y | -11.5% | +25.5% | -37.0% | -20.6% |
| 3Y | +41.0% | +84.1% | -43.1% | +0.6% |
| 5Y | +1.1% | -39.2% | +40.3% | -9.2% |
| All | +1.1% | -40.7% | +41.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling