+201.7%
CAT vs BMY
+28.5%
+173.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | -6.6% | +5.0% | -11.6% | -7.4% |
| 3M | -13.3% | +19.4% | -32.7% | -16.1% |
| 6M | +11.6% | +9.5% | +2.1% | +9.7% |
| YTD | +42.9% | +28.1% | +14.9% | +36.7% |
| 1Y | +95.4% | +50.0% | +45.5% | +81.5% |
| All | +201.7% | +28.5% | +173.1% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling