+52.3%
BDX vs ARWR
+59.7%
-7.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.4% |
| 7D | +7.2% | +2.4% | +4.8% | +7.1% |
| 30D | +15.8% | -1.1% | +16.9% | +15.8% |
| 3M | +23.7% | -31.2% | +54.9% | +24.8% |
| 6M | +44.8% | -19.3% | +64.1% | +45.2% |
| YTD | +39.8% | -7.1% | +46.9% | +38.3% |
| 1Y | +52.3% | +62.9% | -10.5% | +51.2% |
| All | +52.3% | +59.7% | -7.4% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling