+199.6%
ARM vs BSX
-16.9%
+216.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | +9.1% | +3.7% | +5.4% | +8.1% |
| 30D | -19.9% | +3.1% | -23.1% | -21.0% |
| 3M | -31.6% | -14.2% | -17.4% | -28.5% |
| 6M | -13.9% | -16.4% | +2.6% | -8.7% |
| YTD | +74.3% | -53.5% | +127.8% | +144.5% |
| 1Y | +35.8% | -57.8% | +93.6% | +104.0% |
| 3Y | +268.6% | -17.4% | +286.0% | +279.5% |
| All | +199.6% | -16.9% | +216.6% | +203.1% |
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