+202.3%
EXEL vs ARWR
+28.5%
+173.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +8.4% | +1.7% | +6.7% | +8.1% |
| 30D | +4.1% | -0.7% | +4.7% | +4.2% |
| 3M | +12.4% | +14.9% | -2.5% | +9.8% |
| 6M | +41.5% | +32.6% | +8.9% | +35.1% |
| YTD | +34.6% | +30.0% | +4.6% | +28.5% |
| 1Y | +57.9% | +208.4% | -150.5% | +31.7% |
| 3Y | +159.5% | +208.8% | -49.3% | +100.4% |
| All | +202.3% | +28.5% | +173.8% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling