+94.1%
NVS vs ARWR
+26.2%
+67.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.1% |
| 7D | -15.4% | -3.2% | -12.2% | -15.2% |
| 30D | -12.3% | -6.5% | -5.9% | -11.9% |
| 3M | -7.8% | +12.7% | -20.5% | -8.8% |
| 6M | -13.0% | +36.2% | -49.2% | -15.3% |
| YTD | +2.8% | +24.5% | -21.7% | +0.5% |
| 1Y | +10.6% | +198.0% | -187.3% | +1.0% |
| 3Y | +55.1% | +176.4% | -121.3% | +37.4% |
| All | +94.1% | +26.2% | +67.9% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling