+910.2%
GSK vs ARWR
-97.0%
+1,007.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.8% | +1.7% | -3.5% | -1.8% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | -1.8% | +14.9% | -16.7% | -1.9% |
| 6M | -10.6% | +32.6% | -43.2% | -10.7% |
| YTD | +4.4% | +30.0% | -25.6% | +4.3% |
| 1Y | +30.4% | +208.4% | -177.9% | +29.7% |
| 3Y | +60.1% | +208.8% | -148.7% | +58.9% |
| 5Y | +46.8% | +27.8% | +19.0% | +46.0% |
| 10Y | +79.2% | +1,107.6% | -1,028.3% | +76.2% |
| All | +910.2% | -97.0% | +1,007.3% | +820.8% |
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 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