+2,419.4%
ELV vs ARWR
+564.2%
+1,855.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +3.3% | +1.7% | +1.6% | +3.3% |
| 30D | +4.2% | -0.7% | +4.8% | +4.2% |
| 3M | -0.1% | +14.9% | -14.9% | -0.2% |
| 6M | +41.3% | +32.6% | +8.6% | +40.8% |
| YTD | +17.4% | +30.0% | -12.6% | +17.1% |
| 1Y | +35.1% | +208.4% | -173.3% | +33.7% |
| 3Y | -3.2% | +208.8% | -212.0% | -4.6% |
| 5Y | +15.6% | +27.8% | -12.2% | +14.5% |
| 10Y | +276.8% | +1,107.6% | -830.8% | +264.9% |
| All | +2,419.4% | +564.2% | +1,855.2% | +2,368.6% |
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 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