+5,112.5%
BDX vs ARWR
-98.4%
+5,210.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +0.6% |
| 7D | +1.0% | -17.9% | +19.0% | +1.1% |
| 30D | +15.1% | -18.9% | +34.0% | +15.2% |
| 3M | +18.2% | -46.0% | +64.2% | +18.5% |
| 6M | +48.1% | -40.3% | +88.5% | +48.4% |
| YTD | +44.1% | -29.0% | +73.1% | +44.3% |
| 1Y | +46.4% | +13.8% | +32.6% | +46.2% |
| 3Y | +24.4% | +74.9% | -50.5% | +23.7% |
| 5Y | +26.1% | -36.2% | +62.3% | +25.7% |
| 10Y | +93.3% | +1,028.0% | -934.7% | +89.9% |
| All | +5,112.5% | -98.4% | +5,210.9% | +4,557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling