+113.3%
BSX vs CTAS
+814.6%
-701.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +3.7% | +2.0% | +1.7% | +2.7% |
| 30D | +3.1% | +8.7% | -5.6% | -1.0% |
| 3M | -14.2% | +13.3% | -27.5% | -19.5% |
| 6M | -16.4% | +39.4% | -55.8% | -29.5% |
| YTD | -53.5% | +21.5% | -75.0% | -58.2% |
| 1Y | -57.8% | +21.9% | -79.7% | -62.1% |
| 3Y | -17.4% | +73.6% | -91.1% | -39.8% |
| 5Y | +5.4% | +116.2% | -110.8% | -32.9% |
| All | +113.3% | +814.6% | -701.3% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling