+95.4%
CAT vs BIIB
+55.8%
+39.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | +1.7% | +1.1% | +0.6% | +1.7% |
| 30D | -6.6% | +6.9% | -13.4% | -6.7% |
| 3M | -13.3% | +12.4% | -25.7% | -13.7% |
| 6M | +11.6% | +16.3% | -4.6% | +10.3% |
| YTD | +42.9% | +25.5% | +17.5% | +39.8% |
| 1Y | +95.4% | +57.8% | +37.6% | +88.7% |
| All | +95.4% | +55.8% | +39.7% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling