+315.5%
ARM vs BSX
-15.8%
+331.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +12.5% | -7.0% | +19.6% | +15.2% |
| 30D | -1.4% | -10.9% | +9.5% | +2.4% |
| 3M | -18.7% | -8.2% | -10.5% | -16.7% |
| 6M | +124.6% | -37.5% | +162.1% | +175.7% |
| YTD | +141.7% | -52.8% | +194.6% | +239.6% |
| 1Y | +87.7% | -58.4% | +146.1% | +188.2% |
| All | +315.5% | -15.8% | +331.3% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling