+158.3%
CAT vs BMY
+44.8%
+113.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +7.4% | +2.1% | +5.4% | +7.2% |
| 30D | -19.7% | +7.0% | -26.7% | -20.5% |
| 3M | -29.6% | -0.9% | -28.7% | -29.6% |
| 6M | -33.2% | +14.9% | -48.1% | -35.0% |
| YTD | +5.7% | +22.8% | -17.2% | +1.9% |
| 1Y | +9.3% | +36.2% | -26.9% | +3.5% |
| 3Y | +158.3% | +45.7% | +112.6% | +142.2% |
| All | +158.3% | +44.8% | +113.5% | +142.2% |
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