+10,300.8%
SYK vs ARWR
-97.1%
+10,397.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.4% | -7.4% | -8.8% |
| 7D | -12.9% | +2.9% | -15.8% | -12.9% |
| 30D | -18.5% | -2.9% | -15.6% | -18.5% |
| 3M | -8.1% | +15.2% | -23.3% | -8.1% |
| 6M | -23.8% | +42.3% | -66.0% | -23.9% |
| YTD | -20.9% | +28.2% | -49.1% | -21.0% |
| 1Y | -29.0% | +213.2% | -242.2% | -29.3% |
| 3Y | -1.7% | +184.6% | -186.3% | -2.2% |
| 5Y | +4.0% | +29.2% | -25.3% | +3.5% |
| 10Y | +168.8% | +1,012.5% | -843.8% | +166.4% |
| All | +10,300.8% | -97.1% | +10,397.9% | +10,051.1% |
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