-43.2%
NVTS vs ARWR
-39.6%
-3.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +9.6% | -17.7% | +27.3% | +16.7% |
| 30D | -13.0% | -21.9% | +8.9% | -5.5% |
| 3M | -28.8% | -44.5% | +15.7% | -12.9% |
| 6M | -48.5% | -32.6% | -15.9% | -41.1% |
| YTD | +31.4% | -26.2% | +57.6% | +44.6% |
| 1Y | -2.3% | +23.0% | -25.3% | -11.3% |
| 3Y | +49.8% | +81.8% | -31.9% | +3.7% |
| 5Y | -43.2% | -36.0% | -7.2% | -55.6% |
| All | -43.2% | -39.6% | -3.6% | -55.6% |
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