+229.5%
EXEL vs ARWR
+79.8%
+149.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.8% | -17.8% | +17.0% | +0.7% |
| 30D | +13.1% | -18.1% | +31.3% | +14.9% |
| 3M | +36.3% | -44.2% | +80.5% | +43.0% |
| 6M | +34.5% | -38.6% | +73.2% | +39.6% |
| YTD | +57.4% | -28.0% | +85.5% | +60.6% |
| 1Y | +62.9% | +16.1% | +46.8% | +59.5% |
| 3Y | +229.5% | +84.0% | +145.5% | +196.8% |
| All | +229.5% | +79.8% | +149.7% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling