+18,644.4%
CAT vs BSX
+943.3%
+17,701.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +3.7% | +3.7% | +6.6% |
| 30D | -19.7% | +3.1% | -22.8% | -20.5% |
| 3M | -29.6% | -14.2% | -15.4% | -27.6% |
| 6M | -33.2% | -16.4% | -16.8% | -31.4% |
| YTD | +5.7% | -53.5% | +59.2% | +23.2% |
| 1Y | +9.3% | -57.8% | +67.1% | +30.3% |
| 3Y | +158.3% | -17.4% | +175.8% | +161.2% |
| 5Y | +211.6% | +5.4% | +206.2% | +195.6% |
| 10Y | +698.5% | +106.2% | +592.2% | +554.4% |
| All | +18,644.4% | +943.3% | +17,701.1% | +10,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling