+257.9%
NVS vs ARWR
+1,009.4%
-751.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.2% |
| 7D | -1.0% | -17.9% | +16.9% | 0.0% |
| 30D | +12.5% | -18.9% | +31.4% | +13.8% |
| 3M | +5.2% | -46.0% | +51.2% | +8.8% |
| 6M | +8.2% | -40.3% | +48.5% | +11.0% |
| YTD | +19.8% | -29.0% | +48.8% | +21.4% |
| 1Y | +24.8% | +13.8% | +11.0% | +22.8% |
| 3Y | +90.0% | +74.9% | +15.1% | +77.8% |
| 5Y | +134.3% | -36.2% | +170.5% | +126.2% |
| All | +257.9% | +1,009.4% | -751.5% | +205.0% |
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