+46.7%
GSK vs ARWR
+29.5%
+17.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -4.2% | +2.9% | -7.0% | -4.4% |
| 30D | -7.5% | -2.9% | -4.6% | -7.3% |
| 3M | -3.3% | +15.2% | -18.5% | -4.4% |
| 6M | -9.3% | +42.3% | -51.6% | -11.9% |
| YTD | +1.6% | +28.2% | -26.6% | -0.8% |
| 1Y | +25.5% | +213.2% | -187.8% | +14.8% |
| 3Y | +49.3% | +184.6% | -135.4% | +32.5% |
| 5Y | +46.7% | +29.2% | +17.4% | +28.8% |
| All | +46.7% | +29.5% | +17.1% | +28.8% |
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