+81.0%
BSX vs ARMK
+146.1%
-65.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -1.2% |
| 7D | -10.1% | +3.1% | -13.2% | -10.9% |
| 30D | -16.4% | -2.8% | -13.6% | -15.8% |
| 3M | -8.9% | +7.6% | -16.5% | -11.0% |
| 6M | -38.3% | +47.9% | -86.2% | -45.4% |
| YTD | -54.9% | +60.0% | -114.9% | -61.2% |
| 1Y | -58.8% | +52.2% | -111.0% | -64.1% |
| 3Y | -21.2% | +131.4% | -152.6% | -40.6% |
| 5Y | -3.3% | +163.2% | -166.5% | -31.4% |
| All | +81.0% | +146.1% | -65.1% | +32.9% |
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