+81.5%
BSX vs CTAS
+675.6%
-594.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -8.2% | -1.3% | -6.9% | -7.6% |
| 30D | -15.8% | -3.1% | -12.7% | -14.6% |
| 3M | -10.8% | +10.3% | -21.1% | -15.4% |
| 6M | -38.4% | +1.6% | -40.0% | -39.3% |
| YTD | -54.8% | +6.3% | -61.1% | -56.6% |
| 1Y | -59.0% | -0.5% | -58.6% | -59.4% |
| 3Y | -20.0% | +64.6% | -84.6% | -40.5% |
| 5Y | -3.1% | +106.0% | -109.1% | -37.1% |
| All | +81.5% | +675.6% | -594.2% | -34.3% |
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