+311.3%
ARM vs BDX
-9.6%
+320.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.2% |
| 7D | +11.4% | -4.3% | +15.7% | +12.1% |
| 30D | -7.4% | +1.3% | -8.7% | -7.8% |
| 3M | -24.5% | +20.2% | -44.7% | -27.6% |
| 6M | +128.7% | +8.6% | +120.0% | +126.6% |
| YTD | +139.3% | +19.0% | +120.3% | +129.1% |
| 1Y | +88.0% | +21.2% | +66.8% | +78.5% |
| All | +311.3% | -9.6% | +320.8% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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