+81.0%
BSX vs ARES
+979.8%
-898.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -10.1% | -6.1% | -4.0% | -8.6% |
| 30D | -16.4% | -7.5% | -8.9% | -14.7% |
| 3M | -8.9% | +0.1% | -9.0% | -9.2% |
| 6M | -38.3% | +30.3% | -68.5% | -43.1% |
| YTD | -54.9% | -16.6% | -38.3% | -53.6% |
| 1Y | -58.8% | -26.1% | -32.7% | -56.4% |
| 3Y | -21.2% | +36.4% | -57.7% | -33.1% |
| 5Y | -3.3% | +95.0% | -98.3% | -29.5% |
| All | +81.0% | +979.8% | -898.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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