+102.3%
BDX vs ARWR
+1,009.4%
-907.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +0.8% |
| 7D | +1.0% | -17.9% | +19.0% | +2.2% |
| 30D | +15.1% | -18.9% | +34.0% | +16.5% |
| 3M | +18.2% | -46.0% | +64.2% | +22.7% |
| 6M | +48.1% | -40.3% | +88.5% | +52.3% |
| YTD | +44.1% | -29.0% | +73.1% | +46.0% |
| 1Y | +46.4% | +13.8% | +32.6% | +43.0% |
| 3Y | +24.4% | +74.9% | -50.5% | +14.0% |
| 5Y | +26.1% | -36.2% | +62.3% | +20.7% |
| All | +102.3% | +1,009.4% | -907.1% | +56.1% |
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