+1,016.5%
BSX vs CTAS
+12,109.5%
-11,093.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | -1.8% | +3.9% | +2.7% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -2.1% | +11.7% | -13.8% | -6.2% |
| 6M | -33.8% | +0.7% | -34.5% | -34.3% |
| YTD | -49.9% | +7.4% | -57.3% | -51.4% |
| 1Y | -55.4% | -2.1% | -53.3% | -55.4% |
| 3Y | -10.9% | +62.9% | -73.8% | -26.5% |
| 5Y | +6.4% | +111.9% | -105.5% | -20.7% |
| 10Y | +97.0% | +652.2% | -555.2% | -5.4% |
| All | +1,016.5% | +12,109.5% | -11,093.0% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling