+2,006.3%
LLY vs ARWR
+921.6%
+1,084.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -15.3% | +19.6% | +5.3% |
| 7D | +0.1% | -17.3% | +17.4% | +1.2% |
| 30D | +19.7% | -21.5% | +41.3% | +21.5% |
| 3M | +19.3% | -43.8% | +63.1% | +23.7% |
| 6M | +49.3% | -32.3% | +81.6% | +52.5% |
| YTD | +32.0% | -25.8% | +57.9% | +33.6% |
| 1Y | +53.7% | +25.5% | +28.2% | +49.5% |
| 3Y | +143.7% | +84.1% | +59.6% | +124.4% |
| 5Y | +463.9% | -39.2% | +503.1% | +439.4% |
| 10Y | +2,006.3% | +1,072.4% | +934.0% | +1,644.8% |
| All | +2,006.3% | +921.6% | +1,084.8% | +1,644.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling