+60.5%
BDX vs ARWR
+978.7%
-918.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | -3.6% | -3.2% | -0.3% | -3.3% |
| 30D | +0.7% | -6.5% | +7.1% | +1.1% |
| 3M | +19.0% | +12.7% | +6.3% | +17.7% |
| 6M | +10.8% | +36.2% | -25.4% | +7.9% |
| YTD | +20.1% | +24.5% | -4.3% | +17.6% |
| 1Y | +23.1% | +198.0% | -174.9% | +12.8% |
| 3Y | -8.8% | +176.4% | -185.2% | -18.7% |
| 5Y | -1.4% | +26.6% | -28.0% | -9.7% |
| 10Y | +60.5% | +1,054.1% | -993.5% | +24.4% |
| All | +60.5% | +978.7% | -918.2% | +24.4% |
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