+683.1%
CTAS vs BDX
+59.3%
+623.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.5% | -3.2% | +3.7% | +1.8% |
| 30D | -0.7% | -2.5% | +1.8% | +0.2% |
| 3M | +11.1% | +21.4% | -10.3% | +2.7% |
| 6M | +2.1% | +10.4% | -8.3% | -2.2% |
| YTD | +8.0% | +18.8% | -10.9% | +0.2% |
| 1Y | -0.5% | +21.7% | -22.2% | -8.6% |
| 3Y | +66.2% | -10.0% | +76.2% | +69.2% |
| 5Y | +109.2% | -1.8% | +111.0% | +102.3% |
| All | +683.1% | +59.3% | +623.8% | +542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling