+25,808.1%
CAT vs BMY
+1,782.2%
+24,025.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | -6.6% | +5.0% | -11.6% | -8.1% |
| 3M | -13.3% | +19.4% | -32.7% | -18.5% |
| 6M | +11.6% | +9.5% | +2.1% | +7.8% |
| YTD | +42.9% | +28.1% | +14.9% | +31.2% |
| 1Y | +95.4% | +50.0% | +45.5% | +69.8% |
| 3Y | +196.6% | +24.1% | +172.5% | +167.9% |
| 5Y | +321.7% | +25.0% | +296.7% | +276.6% |
| 10Y | +1,140.8% | +68.7% | +1,072.1% | +880.1% |
| All | +25,808.1% | +1,782.2% | +24,025.9% | +8,351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling