+213.4%
CAT vs BSX
+6.3%
+207.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.0% |
| 30D | -24.6% | +2.9% | -27.5% | -25.1% |
| 3M | -28.5% | -11.8% | -16.7% | -26.9% |
| 6M | -34.8% | -15.4% | -19.4% | -32.9% |
| YTD | +5.9% | -52.7% | +58.6% | +27.4% |
| 1Y | +6.8% | -56.0% | +62.8% | +31.8% |
| 3Y | +161.1% | -12.5% | +173.6% | +143.5% |
| 5Y | +213.4% | +7.6% | +205.9% | +159.6% |
| All | +213.4% | +6.3% | +207.1% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling