+64.9%
DGX vs ARWR
+25.7%
+39.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | -0.9% | -6.5% | +5.5% | -0.5% |
| 3M | +15.6% | +12.7% | +2.9% | +14.5% |
| 6M | +17.8% | +36.2% | -18.4% | +15.1% |
| YTD | +37.5% | +24.5% | +13.0% | +34.9% |
| 1Y | +31.2% | +198.0% | -166.8% | +21.0% |
| 3Y | +96.6% | +176.4% | -79.8% | +76.3% |
| 5Y | +64.9% | +26.6% | +38.4% | +49.0% |
| All | +64.9% | +25.7% | +39.2% | +49.0% |
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