-7.8%
NVTS vs ARWR
+29.2%
-37.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | -4.5% | -0.7% | -3.8% | -4.1% |
| 3M | -61.5% | +14.9% | -76.4% | -63.5% |
| 6M | +28.0% | +32.6% | -4.6% | +15.9% |
| YTD | +65.3% | +30.0% | +35.2% | +49.9% |
| 1Y | +113.0% | +208.4% | -95.4% | +42.0% |
| 3Y | +34.7% | +208.8% | -174.1% | -22.7% |
| All | -7.8% | +29.2% | -37.0% | -34.1% |
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