+5.8%
CAT vs BMY
+39.1%
-33.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -25.0% | +5.1% | -30.1% | -25.2% |
| 3M | -28.7% | -3.0% | -25.7% | -28.4% |
| 6M | -33.0% | +13.1% | -46.0% | -34.5% |
| YTD | +5.4% | +20.3% | -14.9% | +5.0% |
| All | +5.8% | +39.1% | -33.3% | +3.8% |
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 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