+1,157.1%
CAT vs BIIB
-30.8%
+1,187.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.9% | -5.4% | +8.3% | +3.7% |
| 30D | -2.6% | +1.7% | -4.4% | -2.9% |
| 3M | -10.7% | +5.8% | -16.5% | -11.6% |
| 6M | +16.1% | +11.9% | +4.2% | +13.7% |
| YTD | +43.2% | +19.7% | +23.5% | +38.8% |
| 1Y | +96.8% | +46.7% | +50.1% | +85.1% |
| 3Y | +201.4% | -18.6% | +220.0% | +202.7% |
| 5Y | +332.7% | -29.8% | +362.5% | +336.0% |
| 10Y | +1,157.1% | -28.8% | +1,185.9% | +1,075.0% |
| All | +1,157.1% | -30.8% | +1,187.9% | +1,075.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling