-6.3%
NVTS vs ARWR
+27.4%
-33.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +9.7% | +2.9% | +6.8% | +8.6% |
| 30D | -13.6% | -2.9% | -10.7% | -12.7% |
| 3M | -51.0% | +15.2% | -66.2% | -53.6% |
| 6M | +46.3% | +42.3% | +4.1% | +29.3% |
| YTD | +68.1% | +28.2% | +39.9% | +53.2% |
| 1Y | +113.9% | +213.2% | -99.3% | +42.1% |
| 3Y | +45.3% | +184.6% | -139.4% | -13.6% |
| All | -6.3% | +27.4% | -33.6% | -32.7% |
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