+712.5%
CAT vs BMY
+60.5%
+652.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | -25.0% | +5.1% | -30.1% | -26.4% |
| 3M | -28.7% | -3.0% | -25.7% | -28.5% |
| 6M | -33.0% | +13.1% | -46.0% | -36.2% |
| YTD | +5.4% | +20.3% | -14.9% | -1.7% |
| 1Y | +7.3% | +39.0% | -31.8% | -4.8% |
| 3Y | +166.0% | +42.0% | +124.0% | +128.2% |
| 5Y | +210.1% | +28.5% | +181.6% | +171.9% |
| 10Y | +712.5% | +57.5% | +655.0% | +574.7% |
| All | +712.5% | +60.5% | +652.0% | +574.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling