-53.6%
BSX vs CTAS
+25.6%
-79.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +3.0% | +4.4% |
| 7D | +8.0% | +7.6% | +0.4% | +5.2% |
| 30D | +8.1% | +17.2% | -9.1% | +2.3% |
| 3M | -6.7% | +12.8% | -19.4% | -10.6% |
| 6M | -19.4% | +38.0% | -57.4% | -28.0% |
| YTD | -51.9% | +22.7% | -74.7% | -56.1% |
| 1Y | -53.6% | +25.6% | -79.3% | -58.1% |
| All | -53.6% | +25.6% | -79.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling