+1,753.5%
CVS vs ARWR
-98.3%
+1,851.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | -2.6% | -17.7% | +15.1% | -2.6% |
| 30D | +4.0% | -21.9% | +26.0% | +4.1% |
| 3M | -6.3% | -44.5% | +38.2% | -6.2% |
| 6M | -0.4% | -32.6% | +32.2% | -0.3% |
| YTD | +15.6% | -26.2% | +41.8% | +15.6% |
| 1Y | +18.3% | +23.0% | -4.6% | +18.2% |
| 3Y | +47.3% | +81.8% | -34.5% | +46.9% |
| 5Y | +13.2% | -36.0% | +49.2% | +13.0% |
| 10Y | +57.2% | +1,039.5% | -982.4% | +56.4% |
| All | +1,753.5% | -98.3% | +1,851.9% | +1,926.1% |
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