-2.4%
BDX vs ARWR
+29.4%
-31.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -3.0% |
| 7D | -4.3% | +2.9% | -7.2% | -4.5% |
| 30D | +1.3% | -2.9% | +4.2% | +1.4% |
| 3M | +20.2% | +15.2% | +5.0% | +18.8% |
| 6M | +8.6% | +42.3% | -33.7% | +5.5% |
| YTD | +19.0% | +28.2% | -9.2% | +16.2% |
| 1Y | +21.2% | +213.2% | -192.1% | +10.3% |
| 3Y | -9.7% | +184.6% | -194.4% | -20.4% |
| All | -2.4% | +29.4% | -31.8% | -14.7% |
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