-25.0%
TEVA vs ARWR
+1,081.9%
-1,106.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +2.0% | -4.0% | +6.0% | +2.5% |
| 30D | +1.0% | -5.0% | +6.0% | +1.6% |
| 3M | +7.3% | +11.3% | -4.0% | +5.3% |
| 6M | +21.7% | +42.6% | -20.9% | +15.5% |
| YTD | +18.8% | +24.8% | -6.0% | +14.4% |
| 1Y | +86.5% | +178.8% | -92.3% | +61.4% |
| 3Y | +269.4% | +183.3% | +86.1% | +202.3% |
| 5Y | +303.6% | +29.5% | +274.1% | +248.9% |
| All | -25.0% | +1,081.9% | -1,106.8% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling