+1,271.6%
NVS vs ARWR
-71.0%
+1,342.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | 0.0% |
| 7D | -1.0% | -17.9% | +16.9% | -0.9% |
| 30D | +12.5% | -18.9% | +31.4% | +12.6% |
| 3M | +5.2% | -46.0% | +51.2% | +5.5% |
| 6M | +8.2% | -40.3% | +48.5% | +8.4% |
| YTD | +19.8% | -29.0% | +48.8% | +19.9% |
| 1Y | +24.8% | +13.8% | +11.0% | +24.7% |
| 3Y | +90.0% | +74.9% | +15.1% | +89.0% |
| 5Y | +134.3% | -36.2% | +170.5% | +133.6% |
| 10Y | +250.8% | +1,028.0% | -777.2% | +244.9% |
| All | +1,271.6% | -71.0% | +1,342.6% | +1,263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling