+348.4%
EXEL vs ARWR
+1,055.7%
-707.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -17.7% | +15.3% | +0.3% |
| 30D | +17.9% | -21.9% | +39.8% | +22.2% |
| 3M | +33.3% | -44.5% | +77.8% | +45.3% |
| 6M | +46.6% | -32.6% | +79.1% | +54.0% |
| YTD | +61.0% | -26.2% | +87.2% | +65.7% |
| 1Y | +70.4% | +23.0% | +47.5% | +60.1% |
| 3Y | +236.1% | +81.8% | +154.3% | +173.9% |
| 5Y | +284.8% | -36.0% | +320.9% | +257.3% |
| 10Y | +348.4% | +1,039.5% | -691.1% | +162.3% |
| All | +348.4% | +1,055.7% | -707.2% | +162.3% |
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