+23.3%
BDX vs ARWR
-39.6%
+63.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +7.3% | -17.7% | +25.0% | +8.5% |
| 30D | +15.7% | -21.9% | +37.6% | +17.4% |
| 3M | +19.1% | -44.5% | +63.6% | +23.4% |
| 6M | +44.1% | -32.6% | +76.7% | +46.8% |
| YTD | +42.1% | -26.2% | +68.3% | +43.4% |
| 1Y | +52.6% | +23.0% | +29.6% | +47.9% |
| 3Y | +22.6% | +81.8% | -59.2% | +10.7% |
| 5Y | +23.3% | -36.0% | +59.4% | +11.9% |
| All | +23.3% | -39.6% | +63.0% | +11.9% |
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