+89.0%
NVS vs ARWR
+85.8%
+3.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -2.8% | -19.9% | +17.1% | -1.5% |
| 30D | +11.5% | -18.7% | +30.2% | +12.8% |
| 3M | +3.7% | -44.7% | +48.4% | +7.5% |
| 6M | +10.4% | -36.5% | +46.9% | +13.2% |
| YTD | +19.8% | -25.7% | +45.5% | +21.3% |
| 1Y | +26.6% | +18.9% | +7.6% | +24.2% |
| All | +89.0% | +85.8% | +3.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling