+28.6%
BMY vs RCAT
+46.9%
-18.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.2% | -1.7% |
| 7D | -0.5% | -12.7% | +12.2% | -0.5% |
| 30D | +4.1% | -34.3% | +38.4% | +4.4% |
| 3M | -2.1% | -53.4% | +51.3% | -1.6% |
| 6M | +12.2% | -62.0% | +74.2% | +12.8% |
| YTD | +20.3% | -49.1% | +69.4% | +20.2% |
| 1Y | +39.2% | -53.1% | +92.3% | +38.9% |
| 3Y | +35.6% | +318.7% | -283.1% | +29.4% |
| All | +28.6% | +46.9% | -18.3% | +19.4% |
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