-57.8%
BSX vs CTAS
+23.6%
-81.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +3.7% | +2.0% | +1.7% | +2.9% |
| 30D | +3.1% | +8.7% | -5.6% | +0.1% |
| 3M | -14.2% | +13.3% | -27.5% | -18.0% |
| 6M | -16.4% | +39.4% | -55.8% | -25.3% |
| YTD | -53.5% | +21.5% | -75.0% | -57.4% |
| 1Y | -57.8% | +21.9% | -79.7% | -61.5% |
| All | -57.8% | +23.6% | -81.4% | -61.5% |
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