+257.4%
ELV vs ARWR
+978.7%
-721.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | -0.2% | -6.5% | +6.3% | +0.2% |
| 3M | -6.1% | +12.7% | -18.8% | -7.2% |
| 6M | +42.8% | +36.2% | +6.6% | +39.0% |
| YTD | +14.4% | +24.5% | -10.1% | +11.9% |
| 1Y | +28.6% | +198.0% | -169.4% | +17.6% |
| 3Y | -7.4% | +176.4% | -183.8% | -17.5% |
| 5Y | +14.5% | +26.6% | -12.1% | +5.2% |
| 10Y | +257.4% | +1,054.1% | -796.6% | +181.8% |
| All | +257.4% | +978.7% | -721.3% | +181.8% |
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