+238.1%
BMY vs RCAT
-100.0%
+338.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | +1.8% | -5.6% | +7.4% | +1.8% |
| 30D | +6.2% | -27.0% | +33.3% | +6.3% |
| 3M | -2.1% | -57.9% | +55.8% | -2.0% |
| 6M | +14.3% | -59.4% | +73.7% | +14.4% |
| YTD | +21.6% | -46.9% | +68.5% | +21.6% |
| 1Y | +38.8% | -54.0% | +92.8% | +38.8% |
| 3Y | +42.9% | +378.4% | -335.5% | +42.0% |
| 5Y | +30.1% | +61.9% | -31.9% | +29.3% |
| 10Y | +58.2% | -99.6% | +157.8% | +53.9% |
| All | +238.1% | -100.0% | +338.1% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling