+386.9%
EXEL vs ARWR
+978.7%
-591.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.1% | +1.6% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | +10.1% | -6.5% | +16.6% | +11.2% |
| 3M | +10.1% | +12.7% | -2.6% | +7.7% |
| 6M | +37.7% | +36.2% | +1.5% | +30.6% |
| YTD | +33.1% | +24.5% | +8.6% | +27.5% |
| 1Y | +52.4% | +198.0% | -145.6% | +26.7% |
| 3Y | +163.8% | +176.4% | -12.5% | +107.3% |
| 5Y | +198.5% | +26.6% | +172.0% | +152.5% |
| 10Y | +386.9% | +1,054.1% | -667.2% | +182.9% |
| All | +386.9% | +978.7% | -591.8% | +182.9% |
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