+1,747.1%
NXPI vs ARWR
+684.9%
+1,062.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | -1.4% | -0.7% | -0.8% | -1.4% |
| 3M | -29.1% | +14.9% | -43.9% | -30.6% |
| 6M | +6.2% | +32.6% | -26.4% | +1.5% |
| YTD | +5.9% | +30.0% | -24.2% | +1.3% |
| 1Y | +2.9% | +208.4% | -205.5% | -13.4% |
| 3Y | +14.5% | +208.8% | -194.3% | -8.6% |
| 5Y | +17.1% | +27.8% | -10.8% | +1.1% |
| 10Y | +193.4% | +1,107.6% | -914.2% | +85.5% |
| All | +1,747.1% | +684.9% | +1,062.2% | +1,043.3% |
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