+53.0%
EXEL vs ARWR
+200.0%
-147.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -2.1% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | +6.7% | -2.9% | +9.6% | +7.0% |
| 3M | +11.5% | +15.2% | -3.8% | +9.7% |
| 6M | +38.8% | +42.3% | -3.5% | +34.1% |
| YTD | +31.6% | +28.2% | +3.4% | +27.5% |
| 1Y | +53.0% | +213.2% | -160.2% | +46.4% |
| All | +53.0% | +200.0% | -147.0% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling