+587.7%
CAT vs BBIO
+136.9%
+450.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.9% |
| 7D | +0.6% | -3.9% | +4.5% | +0.9% |
| 30D | -4.5% | -13.4% | +8.8% | -3.5% |
| 3M | -5.8% | +7.6% | -13.4% | -6.5% |
| 6M | +12.7% | -2.4% | +15.2% | +12.6% |
| YTD | +41.4% | -5.2% | +46.6% | +41.3% |
| 1Y | +92.1% | +36.9% | +55.2% | +86.5% |
| 3Y | +197.5% | +155.2% | +42.3% | +172.0% |
| 5Y | +327.9% | +44.0% | +283.9% | +272.1% |
| All | +587.7% | +136.9% | +450.9% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling