+316.4%
BSX vs ARMK
+350.8%
-34.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.0% | -2.4% | +4.5% | +2.7% |
| 30D | +0.1% | 0.0% | +0.1% | -0.1% |
| 3M | -2.1% | +6.7% | -8.8% | -4.3% |
| 6M | -33.8% | +38.8% | -72.6% | -40.4% |
| YTD | -49.9% | +55.2% | -105.1% | -56.6% |
| 1Y | -55.4% | +46.6% | -102.1% | -60.8% |
| 3Y | -10.9% | +112.9% | -123.8% | -31.4% |
| 5Y | +6.4% | +144.0% | -137.6% | -23.2% |
| 10Y | +97.0% | +132.4% | -35.4% | +39.6% |
| All | +316.4% | +350.8% | -34.5% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling