+22.3%
BMY vs RCAT
+192.8%
-170.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.2% |
| 7D | -3.3% | +5.4% | -8.7% | -3.4% |
| 30D | 0.0% | -5.6% | +5.5% | 0.0% |
| 3M | +17.7% | -30.2% | +47.9% | +18.0% |
| 6M | +9.6% | -43.4% | +53.0% | +9.9% |
| YTD | +24.0% | +9.6% | +14.3% | +23.2% |
| 1Y | +45.1% | -2.0% | +47.1% | +43.9% |
| 3Y | +22.5% | +825.0% | -802.5% | +16.7% |
| 5Y | +22.3% | +199.8% | -177.5% | +16.4% |
| All | +22.3% | +192.8% | -170.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling