+472.7%
LLY vs ARWR
-36.3%
+508.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +1.4% | -19.9% | +21.3% | +3.4% |
| 30D | +21.5% | -18.7% | +40.3% | +23.8% |
| 3M | +18.5% | -44.7% | +63.2% | +25.2% |
| 6M | +49.1% | -36.5% | +85.6% | +54.7% |
| YTD | +34.4% | -25.7% | +60.0% | +36.6% |
| 1Y | +46.3% | +18.9% | +27.4% | +40.8% |
| 3Y | +145.5% | +83.1% | +62.4% | +114.7% |
| 5Y | +472.7% | -34.9% | +507.5% | +414.6% |
| All | +472.7% | -36.3% | +508.9% | +414.6% |
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