+25,259.3%
CAT vs BSX
+1,024.7%
+24,234.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +1.7% | +2.0% | -0.3% | +1.2% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -13.3% | -2.1% | -11.1% | -13.3% |
| 6M | +11.6% | -33.8% | +45.4% | +21.4% |
| YTD | +42.9% | -49.9% | +92.8% | +64.7% |
| 1Y | +95.4% | -55.4% | +150.9% | +131.0% |
| 3Y | +196.6% | -10.9% | +207.4% | +195.8% |
| 5Y | +321.7% | +6.4% | +315.2% | +301.2% |
| 10Y | +1,140.8% | +97.0% | +1,043.8% | +929.2% |
| All | +25,259.3% | +1,024.7% | +24,234.6% | +13,739.9% |
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 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