+108.6%
ASML vs ARWR
+28.5%
+80.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | +2.2% | -0.7% | +2.8% | +2.3% |
| 3M | -2.3% | +14.9% | -17.2% | -5.5% |
| 6M | +23.0% | +32.6% | -9.7% | +14.8% |
| YTD | +61.1% | +30.0% | +31.0% | +50.2% |
| 1Y | +129.1% | +208.4% | -79.2% | +76.1% |
| 3Y | +165.4% | +208.8% | -43.4% | +83.2% |
| All | +108.6% | +28.5% | +80.1% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling