+1,353.7%
TEVA vs ARWR
-97.1%
+1,450.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +1.6% | +2.9% | -1.3% | +1.6% |
| 30D | +4.0% | -2.9% | +6.9% | +4.0% |
| 3M | +10.5% | +15.2% | -4.7% | +10.4% |
| 6M | +18.4% | +42.3% | -23.9% | +18.1% |
| YTD | +17.8% | +28.2% | -10.4% | +17.6% |
| 1Y | +90.5% | +213.2% | -122.8% | +89.0% |
| 3Y | +282.1% | +184.6% | +97.5% | +278.6% |
| 5Y | +291.9% | +29.2% | +262.6% | +289.3% |
| 10Y | -24.9% | +1,012.5% | -1,037.4% | -26.2% |
| All | +1,353.7% | -97.1% | +1,450.8% | +1,177.7% |
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 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