+35.5%
XLV vs ARWR
+29.9%
+5.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -4.0% | +0.5% | -3.2% |
| 30D | -1.8% | -5.0% | +3.2% | -1.4% |
| 3M | +7.8% | +11.3% | -3.6% | +6.4% |
| 6M | +9.1% | +42.6% | -33.5% | +5.1% |
| YTD | +7.7% | +24.8% | -17.1% | +4.7% |
| 1Y | +20.4% | +178.8% | -158.4% | +7.9% |
| 3Y | +30.8% | +183.3% | -152.6% | +11.6% |
| All | +35.5% | +29.9% | +5.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling