-39.5%
CAT vs BMY
+10.9%
-50.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.5% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -31.2% | +4.1% | -35.3% | -30.3% |
| 3M | -34.7% | -2.1% | -32.5% | -34.6% |
| 6M | -39.5% | +12.2% | -51.7% | -36.6% |
| All | -39.5% | +10.9% | -50.4% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling