+95.4%
CAT vs BMY
+47.1%
+48.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | +1.7% | +0.4% | +1.4% | +1.7% |
| 30D | -6.6% | +5.0% | -11.6% | -7.1% |
| 3M | -13.3% | +19.4% | -32.7% | -15.0% |
| 6M | +11.6% | +9.5% | +2.1% | +10.6% |
| YTD | +42.9% | +28.1% | +14.9% | +41.8% |
| 1Y | +95.4% | +50.0% | +45.5% | +95.6% |
| All | +95.4% | +47.1% | +48.3% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling