-17.6%
BSX vs CTAS
+66.0%
-83.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -7.0% | +1.0% | -8.0% | -7.4% |
| 30D | -10.9% | -1.1% | -9.8% | -10.7% |
| 3M | -8.2% | +11.5% | -19.7% | -11.7% |
| 6M | -37.5% | +0.2% | -37.6% | -37.9% |
| YTD | -52.8% | +7.2% | -60.0% | -54.3% |
| 1Y | -58.4% | 0.0% | -58.4% | -58.8% |
| All | -17.6% | +66.0% | -83.6% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling