+1,139.8%
CAT vs BDX
+61.0%
+1,078.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +2.9% | -3.6% | +6.5% | +4.2% |
| 30D | -2.6% | +0.7% | -3.3% | -3.0% |
| 3M | -10.7% | +19.0% | -29.6% | -16.6% |
| 6M | +16.1% | +10.8% | +5.4% | +11.1% |
| YTD | +43.2% | +20.1% | +23.1% | +32.7% |
| 1Y | +96.8% | +23.1% | +73.8% | +80.4% |
| 3Y | +201.4% | -8.8% | +210.2% | +204.4% |
| 5Y | +332.7% | -1.4% | +334.1% | +317.1% |
| All | +1,139.8% | +61.0% | +1,078.7% | +928.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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