+256.1%
BMY vs RCAT
-100.0%
+356.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +5.0% | -3.3% | +8.4% | +5.0% |
| 3M | +19.4% | -43.2% | +62.6% | +19.5% |
| 6M | +9.5% | -43.2% | +52.7% | +9.6% |
| YTD | +28.1% | +5.5% | +22.5% | +27.9% |
| 1Y | +50.0% | -1.6% | +51.6% | +49.8% |
| 3Y | +24.1% | +773.7% | -749.6% | +23.2% |
| 5Y | +25.0% | +187.6% | -162.6% | +24.1% |
| 10Y | +68.7% | -98.5% | +167.1% | +63.7% |
| All | +256.1% | -100.0% | +356.1% | +218.0% |
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