+164.9%
ASML vs ARWR
+211.2%
-46.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | -2.3% | +14.9% | -17.2% | -4.8% |
| 6M | +23.0% | +32.6% | -9.7% | +16.5% |
| YTD | +61.1% | +30.0% | +31.0% | +52.6% |
| 1Y | +129.1% | +208.4% | -79.2% | +88.6% |
| All | +164.9% | +211.2% | -46.3% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling