+41.9%
CVS vs ARWR
+978.7%
-936.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.8% |
| 30D | -0.3% | -6.5% | +6.1% | 0.0% |
| 3M | -1.1% | +12.7% | -13.8% | -1.9% |
| 6M | +23.7% | +36.2% | -12.5% | +21.5% |
| YTD | +23.0% | +24.5% | -1.5% | +21.2% |
| 1Y | +37.2% | +198.0% | -160.8% | +29.2% |
| 3Y | +62.4% | +176.4% | -113.9% | +50.5% |
| 5Y | +31.8% | +26.6% | +5.3% | +24.2% |
| 10Y | +41.9% | +1,054.1% | -1,012.1% | +22.6% |
| All | +41.9% | +978.7% | -936.8% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling