+109.9%
BSX vs ARMK
+130.7%
-20.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.3% |
| 30D | +2.9% | -1.8% | +4.7% | +3.1% |
| 3M | -11.8% | -10.9% | -1.0% | -9.3% |
| 6M | -15.4% | +21.2% | -36.7% | -20.9% |
| YTD | -52.7% | +47.0% | -99.7% | -58.4% |
| 1Y | -56.0% | +42.9% | -98.8% | -61.0% |
| 3Y | -12.5% | +95.0% | -107.5% | -30.7% |
| 5Y | +7.6% | +106.2% | -98.7% | -18.0% |
| 10Y | +109.9% | +131.6% | -21.7% | +57.1% |
| All | +109.9% | +130.7% | -20.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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