-9.4%
NVTS vs ARWR
+23.7%
-33.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.3% |
| 7D | +3.5% | -3.2% | +6.7% | +4.7% |
| 30D | -11.9% | -6.5% | -5.5% | -9.8% |
| 3M | -49.2% | +12.7% | -61.9% | -51.6% |
| 6M | +38.4% | +36.2% | +2.2% | +24.2% |
| YTD | +62.5% | +24.5% | +38.0% | +49.7% |
| 1Y | +101.4% | +198.0% | -96.6% | +36.1% |
| 3Y | +40.4% | +176.4% | -135.9% | -15.6% |
| All | -9.4% | +23.7% | -33.1% | -34.2% |
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