+332.7%
CAT vs BSX
-1.2%
+333.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | -7.0% | +10.0% | +4.5% |
| 30D | -2.6% | -10.9% | +8.3% | -0.4% |
| 3M | -10.7% | -8.2% | -2.5% | -9.3% |
| 6M | +16.1% | -37.5% | +53.6% | +30.2% |
| YTD | +43.2% | -52.8% | +96.1% | +73.8% |
| 1Y | +96.8% | -58.4% | +155.2% | +149.8% |
| 3Y | +201.4% | -16.5% | +217.9% | +186.5% |
| 5Y | +332.7% | -1.0% | +333.7% | +271.7% |
| All | +332.7% | -1.2% | +333.9% | +271.7% |
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