+10.7%
NVS vs ARWR
+188.7%
-178.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -14.3% | -4.0% | -10.2% | -14.0% |
| 30D | -10.0% | -5.0% | -4.9% | -9.6% |
| 3M | -10.9% | +11.3% | -22.2% | -11.7% |
| 6M | -12.0% | +42.6% | -54.6% | -14.3% |
| YTD | +2.5% | +24.8% | -22.3% | +0.2% |
| 1Y | +10.7% | +178.8% | -168.1% | +0.7% |
| All | +10.7% | +188.7% | -178.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling