+371.7%
EXEL vs ARWR
-52.2%
+423.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.3% |
| 30D | +19.0% | -5.4% | +24.4% | +19.2% |
| 3M | +33.3% | -32.2% | +65.5% | +34.2% |
| 6M | +42.9% | -26.5% | +69.4% | +43.5% |
| YTD | +58.7% | -12.4% | +71.1% | +58.9% |
| 1Y | +70.5% | +46.9% | +23.6% | +69.0% |
| 3Y | +233.8% | +116.0% | +117.9% | +226.2% |
| 5Y | +259.3% | -28.0% | +287.3% | +256.0% |
| 10Y | +484.1% | +923.9% | -439.8% | +450.3% |
| All | +371.7% | -52.2% | +423.8% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling