+60.1%
BMY vs RCAT
-99.8%
+159.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.8% |
| 7D | +2.1% | -5.9% | +8.0% | +2.1% |
| 30D | +7.0% | -19.7% | +26.7% | +7.1% |
| 3M | -0.9% | -62.9% | +62.0% | -0.5% |
| 6M | +14.9% | -59.6% | +74.5% | +15.3% |
| YTD | +22.8% | -52.1% | +74.9% | +22.9% |
| 1Y | +36.2% | -50.9% | +87.1% | +36.3% |
| 3Y | +45.7% | +333.8% | -288.1% | +43.3% |
| 5Y | +31.3% | +40.7% | -9.5% | +29.4% |
| All | +60.1% | -99.8% | +159.9% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling