+1,144.3%
CAT vs BSX
+83.9%
+1,060.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.6% | -10.1% | +10.7% | +4.7% |
| 30D | -4.3% | -16.4% | +12.1% | +2.3% |
| 3M | -8.6% | -8.9% | +0.2% | -6.3% |
| 6M | +16.1% | -38.3% | +54.4% | +38.7% |
| YTD | +43.8% | -54.9% | +98.7% | +94.8% |
| 1Y | +91.5% | -58.8% | +150.3% | +169.6% |
| 3Y | +202.7% | -21.2% | +223.9% | +202.0% |
| 5Y | +335.1% | -3.3% | +338.5% | +281.5% |
| All | +1,144.3% | +83.9% | +1,060.4% | +754.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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