+270.8%
EXEL vs ARWR
-28.9%
+299.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +19.0% | -5.4% | +24.4% | +20.0% |
| 3M | +33.3% | -32.2% | +65.5% | +40.4% |
| 6M | +42.9% | -26.5% | +69.4% | +47.9% |
| YTD | +58.7% | -12.4% | +71.1% | +59.5% |
| 1Y | +70.5% | +46.9% | +23.6% | +57.7% |
| 3Y | +233.8% | +116.0% | +117.9% | +168.2% |
| All | +270.8% | -28.9% | +299.8% | +256.4% |
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 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