+65.0%
CTAS vs BDX
-9.0%
+74.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +1.0% | -3.6% | +4.5% | +2.0% |
| 30D | -1.1% | +0.7% | -1.7% | -1.3% |
| 3M | +11.5% | +19.0% | -7.5% | +6.0% |
| 6M | +0.2% | +10.8% | -10.6% | -3.1% |
| YTD | +7.2% | +20.1% | -13.0% | +1.5% |
| 1Y | 0.0% | +23.1% | -23.1% | -5.9% |
| All | +65.0% | -9.0% | +74.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling