+185.4%
ARM vs BSX
-16.3%
+201.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | -10.4% | +2.8% | -13.1% | -11.1% |
| 30D | -31.8% | +4.6% | -36.5% | -33.1% |
| 3M | -32.2% | -11.4% | -20.8% | -30.0% |
| 6M | -14.9% | -17.1% | +2.2% | -9.4% |
| YTD | +66.0% | -53.1% | +119.2% | +132.3% |
| 1Y | +17.2% | -55.7% | +72.9% | +70.1% |
| 3Y | +247.2% | -13.3% | +260.5% | +245.0% |
| All | +185.4% | -16.3% | +201.7% | +188.0% |
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