+688.6%
CAT vs BDX
+95.1%
+593.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +7.4% | +2.9% | +4.5% | +6.5% |
| 30D | -19.7% | +15.4% | -35.1% | -23.6% |
| 3M | -29.6% | +20.5% | -50.1% | -34.2% |
| 6M | -33.2% | +53.2% | -86.4% | -43.2% |
| YTD | +5.7% | +45.7% | -40.0% | -8.7% |
| 1Y | +9.3% | +47.3% | -37.9% | -5.9% |
| 3Y | +158.3% | +25.1% | +133.3% | +132.0% |
| 5Y | +211.6% | +27.4% | +184.1% | +172.5% |
| All | +688.6% | +95.1% | +593.5% | +517.5% |
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