+273.1%
BSX vs ARES
+1,196.0%
-922.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +2.0% | -1.7% | +3.7% | +2.4% |
| 30D | +0.1% | +0.3% | -0.1% | 0.0% |
| 3M | -2.1% | +8.5% | -10.6% | -4.3% |
| 6M | -33.8% | +23.5% | -57.3% | -37.7% |
| YTD | -49.9% | -11.2% | -38.6% | -49.4% |
| 1Y | -55.4% | -19.3% | -36.2% | -54.1% |
| 3Y | -10.9% | +48.7% | -59.5% | -24.2% |
| 5Y | +6.4% | +106.5% | -100.1% | -19.9% |
| 10Y | +97.0% | +1,055.3% | -958.3% | +3.6% |
| All | +273.1% | +1,196.0% | -922.8% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling