+6.5%
CAT vs BMY
+32.8%
-26.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +9.3% | -1.3% | +10.6% | +9.4% |
| 30D | -21.5% | +10.0% | -31.5% | -22.0% |
| 3M | -29.1% | -1.2% | -27.9% | -28.9% |
| 6M | -33.4% | +12.8% | -46.2% | -34.8% |
| YTD | +6.6% | +20.7% | -14.1% | +5.9% |
| 1Y | +6.5% | +32.6% | -26.1% | +4.5% |
| All | +6.5% | +32.8% | -26.3% | +4.5% |
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