+50.0%
BMY vs RCAT
-2.3%
+52.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +5.0% | -3.3% | +8.4% | +5.0% |
| 3M | +19.4% | -43.2% | +62.6% | +19.3% |
| 6M | +9.5% | -43.2% | +52.7% | +9.5% |
| YTD | +28.1% | +5.5% | +22.5% | +26.8% |
| 1Y | +50.0% | -1.6% | +51.6% | +45.8% |
| All | +50.0% | -2.3% | +52.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling