+253.5%
SNY vs ARWR
+423.8%
-170.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -2.7% | +2.9% | -5.6% | -2.8% |
| 30D | -0.7% | -2.9% | +2.2% | -0.7% |
| 3M | -1.6% | +15.2% | -16.9% | -1.8% |
| 6M | +2.3% | +42.3% | -40.0% | +1.9% |
| YTD | -6.0% | +28.2% | -34.2% | -6.3% |
| 1Y | -2.7% | +213.2% | -215.9% | -3.8% |
| 3Y | -7.5% | +184.6% | -192.1% | -8.8% |
| 5Y | +6.7% | +29.2% | -22.5% | +5.5% |
| 10Y | +62.3% | +1,012.5% | -950.3% | +56.9% |
| All | +253.5% | +423.8% | -170.2% | +241.5% |
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