-55.4%
BSX vs CTAS
-1.7%
-53.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | -1.8% | +3.9% | +2.6% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -2.1% | +11.7% | -13.8% | -5.9% |
| 6M | -33.8% | +0.7% | -34.5% | -35.6% |
| YTD | -49.9% | +7.4% | -57.3% | -51.7% |
| 1Y | -55.4% | -2.1% | -53.3% | -57.0% |
| All | -55.4% | -1.7% | -53.7% | -57.0% |
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