+64.5%
EXEL vs ARWR
+25.1%
+39.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -2.8% | -19.9% | +17.1% | -0.6% |
| 30D | +18.2% | -18.7% | +36.9% | +20.6% |
| 3M | +37.7% | -44.7% | +82.4% | +46.5% |
| 6M | +42.2% | -36.5% | +78.7% | +48.6% |
| YTD | +61.3% | -25.7% | +87.0% | +64.5% |
| 1Y | +64.5% | +18.9% | +45.6% | +64.6% |
| All | +64.5% | +25.1% | +39.4% | +64.6% |
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