+24.3%
BX vs ARWR
+29.5%
-5.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -2.0% | +2.9% | -4.8% | -2.6% |
| 30D | -2.3% | -2.9% | +0.6% | -1.7% |
| 3M | +18.5% | +15.2% | +3.3% | +13.5% |
| 6M | +23.7% | +42.3% | -18.6% | +12.0% |
| YTD | -10.4% | +28.2% | -38.6% | -17.2% |
| 1Y | -19.6% | +213.2% | -232.8% | -42.0% |
| 3Y | +30.8% | +184.6% | -153.9% | -14.3% |
| 5Y | +24.3% | +29.2% | -4.9% | -5.3% |
| All | +24.3% | +29.5% | -5.2% | -5.3% |
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