-58.8%
BSX vs CTAS
+1.1%
-59.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -10.1% | +0.5% | -10.6% | -10.2% |
| 30D | -16.4% | -0.7% | -15.7% | -16.3% |
| 3M | -8.9% | +11.1% | -20.0% | -12.3% |
| 6M | -38.3% | +2.1% | -40.4% | -40.1% |
| YTD | -54.9% | +8.0% | -62.9% | -56.6% |
| 1Y | -58.8% | -0.5% | -58.3% | -60.4% |
| All | -58.8% | +1.1% | -59.9% | -60.4% |
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