+96.3%
CAT vs BIIB
+51.8%
+44.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.1% |
| 7D | +5.6% | -1.6% | +7.2% | +5.6% |
| 30D | -2.3% | +2.2% | -4.5% | -2.4% |
| 3M | -10.0% | +10.3% | -20.3% | -10.5% |
| 6M | +21.2% | +14.9% | +6.3% | +19.5% |
| YTD | +44.4% | +20.7% | +23.7% | +41.4% |
| 1Y | +96.3% | +50.3% | +46.0% | +89.1% |
| All | +96.3% | +51.8% | +44.5% | +89.1% |
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