+1,921.9%
NXPI vs ARWR
+428.7%
+1,493.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | +5.6% | -5.4% | +11.0% | +6.4% |
| 3M | +7.6% | -32.2% | +39.8% | +13.5% |
| 6M | -17.6% | -26.5% | +9.0% | -14.4% |
| YTD | +15.9% | -12.4% | +28.3% | +17.0% |
| 1Y | +22.4% | +46.9% | -24.5% | +14.3% |
| 3Y | +43.2% | +116.0% | -72.7% | +20.4% |
| 5Y | +21.4% | -28.0% | +49.3% | +13.1% |
| 10Y | +186.8% | +923.9% | -737.1% | +87.2% |
| All | +1,921.9% | +428.7% | +1,493.2% | +1,221.0% |
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