+91.5%
CAT vs BDX
+22.7%
+68.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +0.6% | -3.2% | +3.7% | +0.7% |
| 30D | -4.3% | -2.5% | -1.8% | -4.2% |
| 3M | -8.6% | +21.4% | -30.0% | -11.0% |
| 6M | +16.1% | +10.4% | +5.7% | +17.3% |
| YTD | +43.8% | +18.8% | +24.9% | +43.2% |
| 1Y | +91.5% | +21.7% | +69.8% | +95.4% |
| All | +91.5% | +22.7% | +68.7% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling