+16.4%
ELV vs ARWR
+29.5%
-13.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.3% |
| 7D | -0.3% | +2.9% | -3.1% | -0.4% |
| 30D | +2.0% | -2.9% | +4.9% | +2.1% |
| 3M | -3.5% | +15.2% | -18.7% | -4.5% |
| 6M | +40.2% | +42.3% | -2.1% | +36.8% |
| YTD | +15.8% | +28.2% | -12.4% | +13.6% |
| 1Y | +33.2% | +213.2% | -180.1% | +23.7% |
| 3Y | -6.2% | +184.6% | -190.9% | -14.3% |
| 5Y | +16.4% | +29.2% | -12.8% | +8.4% |
| All | +16.4% | +29.5% | -13.1% | +8.4% |
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