+599.3%
CAT vs BBIO
+136.7%
+462.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | -4.3% | -13.6% | +9.3% | -3.3% |
| 3M | -8.6% | +7.2% | -15.9% | -9.3% |
| 6M | +16.1% | +1.5% | +14.6% | +15.7% |
| YTD | +43.8% | -5.3% | +49.1% | +43.7% |
| 1Y | +91.5% | +37.7% | +53.7% | +85.8% |
| 3Y | +202.7% | +153.9% | +48.8% | +176.9% |
| 5Y | +335.1% | +43.9% | +291.3% | +278.4% |
| All | +599.3% | +136.7% | +462.7% | +437.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling