+55.3%
NVS vs ARWR
+181.4%
-126.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.4% | -12.5% | -13.8% |
| 7D | -14.6% | +2.9% | -17.5% | -14.7% |
| 30D | -11.9% | -2.9% | -9.0% | -11.7% |
| 3M | -6.0% | +15.2% | -21.2% | -7.0% |
| 6M | -11.4% | +42.3% | -53.7% | -13.6% |
| YTD | +2.9% | +28.2% | -25.3% | +0.8% |
| 1Y | +10.2% | +213.2% | -203.0% | +1.9% |
| 3Y | +55.3% | +184.6% | -129.3% | +40.9% |
| All | +55.3% | +181.4% | -126.0% | +40.9% |
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 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