-9.7%
BDX vs ARWR
+181.4%
-191.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -3.0% |
| 7D | -4.3% | +2.9% | -7.2% | -4.4% |
| 30D | +1.3% | -2.9% | +4.2% | +1.4% |
| 3M | +20.2% | +15.2% | +5.0% | +19.0% |
| 6M | +8.6% | +42.3% | -33.7% | +6.0% |
| YTD | +19.0% | +28.2% | -9.2% | +16.6% |
| 1Y | +21.2% | +213.2% | -192.1% | +12.1% |
| 3Y | -9.7% | +184.6% | -194.4% | -20.0% |
| All | -9.7% | +181.4% | -191.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling