+8.9%
CAT vs BMY
+45.9%
-37.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.3% | -5.3% |
| 7D | -17.1% | +6.0% | -23.1% | -17.3% |
| 30D | -30.1% | +9.1% | -39.3% | -30.4% |
| 3M | -32.4% | -2.6% | -29.8% | -31.8% |
| 6M | -32.1% | +13.1% | -45.3% | -33.2% |
| YTD | +4.1% | +23.0% | -18.9% | +3.1% |
| 1Y | +8.9% | +45.6% | -36.7% | +5.0% |
| All | +8.9% | +45.9% | -37.0% | +5.0% |
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