+64.6%
BMY vs RCAT
-98.5%
+163.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.4% |
| 7D | -4.8% | -2.3% | -2.5% | -4.8% |
| 30D | -0.7% | -18.7% | +18.0% | -0.6% |
| 3M | +15.3% | -29.3% | +44.6% | +15.5% |
| 6M | +8.5% | -42.3% | +50.9% | +8.7% |
| YTD | +23.4% | +2.5% | +20.9% | +23.2% |
| 1Y | +42.9% | -5.7% | +48.6% | +42.5% |
| 3Y | +22.0% | +764.9% | -742.9% | +19.5% |
| 5Y | +24.3% | +182.3% | -158.0% | +22.1% |
| 10Y | +64.6% | -98.5% | +163.1% | +49.6% |
| All | +64.6% | -98.5% | +163.1% | +49.6% |
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