-25.3%
NVTS vs ARWR
-29.4%
+4.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -3.5% |
| 7D | +21.6% | -17.9% | +39.6% | +29.1% |
| 30D | -8.5% | -18.9% | +10.4% | -1.9% |
| 3M | -31.4% | -46.0% | +14.6% | -15.1% |
| 6M | -50.3% | -40.3% | -10.0% | -40.8% |
| YTD | +33.9% | -29.0% | +62.9% | +49.5% |
| 1Y | +10.6% | +13.8% | -3.2% | +3.2% |
| 3Y | +52.7% | +74.9% | -22.2% | +6.8% |
| 5Y | -48.5% | -36.2% | -12.3% | -54.3% |
| All | -25.3% | -29.4% | +4.1% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling