+183.3%
CAT vs BIIB
-11.1%
+194.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -10.3% | -2.1% | -8.2% | -10.0% |
| 30D | -31.2% | +11.8% | -43.0% | -32.6% |
| 3M | -34.7% | +20.4% | -55.1% | -36.9% |
| 6M | -39.5% | +30.2% | -69.7% | -42.8% |
| YTD | -1.7% | +41.1% | -42.8% | -9.0% |
| 1Y | -1.1% | +58.4% | -59.6% | -10.8% |
| 3Y | +143.9% | -0.1% | +144.0% | +134.6% |
| All | +183.3% | -11.1% | +194.4% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling