+183.3%
CAT vs BMY
+27.8%
+155.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | -31.2% | +4.1% | -35.3% | -31.8% |
| 3M | -34.7% | -2.1% | -32.5% | -34.6% |
| 6M | -39.5% | +12.2% | -51.7% | -41.2% |
| YTD | -1.7% | +20.3% | -22.0% | -5.6% |
| 1Y | -1.1% | +39.2% | -40.3% | -7.9% |
| 3Y | +143.9% | +35.6% | +108.3% | +126.5% |
| All | +183.3% | +27.8% | +155.5% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling