-24.3%
SYK vs ARWR
+39.8%
-64.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | -11.8% | -3.2% | -8.6% | -11.7% |
| 30D | -20.4% | -6.5% | -13.9% | -20.2% |
| 3M | -12.1% | +12.7% | -24.7% | -12.5% |
| 6M | -24.3% | +36.2% | -60.5% | -28.2% |
| All | -24.3% | +39.8% | -64.1% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling