+311.3%
ARM vs BSX
-15.7%
+327.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +5.8% |
| 7D | +11.4% | -6.4% | +17.8% | +13.8% |
| 30D | -7.4% | -8.8% | +1.3% | -4.9% |
| 3M | -24.5% | -7.6% | -16.9% | -22.9% |
| 6M | +128.7% | -37.0% | +165.6% | +179.6% |
| YTD | +139.3% | -52.8% | +192.1% | +236.0% |
| 1Y | +88.0% | -58.4% | +146.4% | +188.7% |
| All | +311.3% | -15.7% | +327.0% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling