+5,037.6%
BDX vs ARWR
-98.3%
+5,135.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +7.3% | -17.7% | +25.0% | +7.4% |
| 30D | +15.7% | -21.9% | +37.6% | +15.8% |
| 3M | +19.1% | -44.5% | +63.6% | +19.4% |
| 6M | +44.1% | -32.6% | +76.7% | +44.3% |
| YTD | +42.1% | -26.2% | +68.3% | +42.2% |
| 1Y | +52.6% | +23.0% | +29.6% | +52.3% |
| 3Y | +22.6% | +81.8% | -59.2% | +21.9% |
| 5Y | +23.3% | -36.0% | +59.4% | +23.0% |
| 10Y | +84.8% | +1,039.5% | -954.7% | +81.5% |
| All | +5,037.6% | -98.3% | +5,135.9% | +4,489.6% |
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