+25,808.1%
CAT vs BDX
+5,351.6%
+20,456.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.5% |
| 30D | -6.6% | +8.3% | -14.8% | -9.0% |
| 3M | -13.3% | +24.4% | -37.7% | -19.8% |
| 6M | +11.6% | +9.2% | +2.4% | +7.5% |
| YTD | +42.9% | +22.7% | +20.2% | +32.4% |
| 1Y | +95.4% | +25.9% | +69.6% | +79.2% |
| 3Y | +196.6% | -10.5% | +207.1% | +198.9% |
| 5Y | +321.7% | +1.9% | +319.7% | +303.0% |
| 10Y | +1,140.8% | +58.7% | +1,082.1% | +909.1% |
| All | +25,808.1% | +5,351.6% | +20,456.5% | +7,996.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling