+113.3%
BSX vs ARES
+1,112.4%
-999.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | +3.1% | +19.7% | -16.5% | -1.8% |
| 3M | -14.2% | -9.0% | -5.2% | -12.1% |
| 6M | -16.4% | +11.5% | -28.0% | -19.4% |
| YTD | -53.5% | -13.8% | -39.7% | -52.6% |
| 1Y | -57.8% | -5.6% | -52.2% | -58.3% |
| 3Y | -17.4% | +36.1% | -53.6% | -30.2% |
| 5Y | +5.4% | +82.7% | -77.3% | -22.3% |
| All | +113.3% | +1,112.4% | -999.2% | -4.1% |
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