+300.1%
EXEL vs ARWR
-29.0%
+329.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +8.4% | +1.7% | +6.7% | +8.3% |
| 30D | +4.1% | -0.7% | +4.7% | +4.1% |
| 3M | +12.4% | +14.9% | -2.5% | +12.1% |
| 6M | +41.5% | +32.6% | +8.9% | +40.7% |
| YTD | +34.6% | +30.0% | +4.6% | +33.8% |
| 1Y | +57.9% | +208.4% | -150.5% | +54.4% |
| 3Y | +159.5% | +208.8% | -49.3% | +152.0% |
| 5Y | +198.5% | +27.8% | +170.7% | +192.8% |
| 10Y | +411.4% | +1,107.6% | -696.2% | +379.6% |
| All | +300.1% | -29.0% | +329.0% | +186.4% |
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 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