+332.7%
CAT vs BDX
-2.5%
+335.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +2.9% | -4.1% | +7.1% | +3.9% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | -10.7% | +18.3% | -28.9% | -14.8% |
| 6M | +16.1% | +10.1% | +6.0% | +12.9% |
| YTD | +43.2% | +19.4% | +23.8% | +36.0% |
| 1Y | +96.8% | +22.3% | +74.5% | +85.4% |
| 3Y | +201.4% | -9.4% | +210.7% | +206.5% |
| 5Y | +332.7% | -2.0% | +334.7% | +326.6% |
| All | +332.7% | -2.5% | +335.2% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling