+201.6%
CAT vs BSX
-16.8%
+218.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | -7.0% | +10.0% | +3.6% |
| 30D | -2.6% | -10.9% | +8.3% | -1.6% |
| 3M | -10.7% | -8.2% | -2.5% | -9.7% |
| 6M | +16.1% | -37.5% | +53.6% | +24.7% |
| YTD | +43.2% | -52.8% | +96.1% | +62.0% |
| 1Y | +96.8% | -58.4% | +155.2% | +131.2% |
| All | +201.6% | -16.8% | +218.4% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling