+9.3%
CAT vs BIIB
+56.8%
-47.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +7.4% | +2.0% | +5.4% | +7.4% |
| 30D | -19.7% | +8.8% | -28.5% | -19.5% |
| 3M | -29.6% | +20.3% | -49.9% | -29.6% |
| 6M | -33.2% | +23.9% | -57.1% | -33.2% |
| YTD | +5.7% | +44.0% | -38.3% | +2.7% |
| 1Y | +9.3% | +53.8% | -44.5% | +5.4% |
| All | +9.3% | +56.8% | -47.5% | +5.4% |
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