+22,158.7%
LLY vs ARWR
-98.0%
+22,256.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -4.5% | -2.9% | -1.6% | -4.5% |
| 30D | +13.9% | -5.4% | +19.3% | +13.9% |
| 3M | +13.8% | -32.2% | +46.0% | +13.9% |
| 6M | +37.6% | -26.5% | +64.1% | +37.7% |
| YTD | +26.6% | -12.4% | +39.0% | +26.6% |
| 1Y | +45.3% | +46.9% | -1.5% | +45.1% |
| 3Y | +132.2% | +116.0% | +16.3% | +131.2% |
| 5Y | +434.7% | -28.0% | +462.6% | +433.4% |
| 10Y | +2,084.3% | +923.9% | +1,160.4% | +2,061.0% |
| All | +22,158.7% | -98.0% | +22,256.7% | +22,091.9% |
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