+60.2%
EXEL vs ARWR
+12.4%
+47.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.7% |
| 7D | +1.6% | -17.9% | +19.6% | +3.5% |
| 30D | +17.4% | -18.9% | +36.2% | +19.8% |
| 3M | +38.6% | -46.0% | +84.6% | +47.8% |
| 6M | +41.2% | -40.3% | +81.6% | +48.5% |
| YTD | +59.3% | -29.0% | +88.3% | +63.3% |
| 1Y | +60.2% | +13.8% | +46.4% | +60.6% |
| All | +60.2% | +12.4% | +47.9% | +60.6% |
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 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