+174.9%
NVS vs ARWR
+1,081.9%
-907.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -14.3% | -4.0% | -10.2% | -14.1% |
| 30D | -10.0% | -5.0% | -4.9% | -9.7% |
| 3M | -10.9% | +11.3% | -22.2% | -11.6% |
| 6M | -12.0% | +42.6% | -54.6% | -13.9% |
| YTD | +2.5% | +24.8% | -22.3% | +0.8% |
| 1Y | +10.7% | +178.8% | -168.1% | +3.8% |
| 3Y | +53.3% | +183.3% | -130.0% | +40.2% |
| 5Y | +93.6% | +29.5% | +64.1% | +80.5% |
| All | +174.9% | +1,081.9% | -907.0% | +133.2% |
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