+204.5%
CAT vs BDX
+23.5%
+181.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -6.3% | +7.3% | -13.6% | -7.7% |
| 30D | -26.8% | +15.7% | -42.5% | -29.2% |
| 3M | -30.0% | +19.1% | -49.1% | -32.9% |
| 6M | -34.6% | +44.1% | -78.7% | -40.7% |
| YTD | +2.9% | +42.1% | -39.2% | -6.3% |
| 1Y | +3.3% | +52.6% | -49.3% | -7.9% |
| 3Y | +153.7% | +22.6% | +131.1% | +138.0% |
| All | +204.5% | +23.5% | +181.1% | +189.4% |
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 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