+1,126.0%
CAT vs BMY
+62.5%
+1,063.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.0% |
| 7D | +5.6% | -3.3% | +8.9% | +6.6% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | -10.0% | +17.7% | -27.7% | -14.9% |
| 6M | +21.2% | +9.6% | +11.6% | +17.1% |
| YTD | +44.4% | +24.0% | +20.5% | +34.1% |
| 1Y | +96.3% | +45.1% | +51.2% | +72.5% |
| 3Y | +203.9% | +22.5% | +181.4% | +177.7% |
| 5Y | +333.5% | +22.3% | +311.2% | +291.3% |
| 10Y | +1,126.0% | +62.0% | +1,064.1% | +896.8% |
| All | +1,126.0% | +62.5% | +1,063.6% | +896.8% |
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