+333.5%
CAT vs BIIB
-35.6%
+369.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.7% |
| 7D | +5.6% | -1.6% | +7.2% | +5.8% |
| 30D | -2.3% | +2.2% | -4.5% | -2.8% |
| 3M | -10.0% | +10.3% | -20.3% | -12.1% |
| 6M | +21.2% | +14.9% | +6.3% | +17.0% |
| YTD | +44.4% | +20.7% | +23.7% | +37.7% |
| 1Y | +96.3% | +50.3% | +46.0% | +78.1% |
| 3Y | +203.9% | -18.0% | +221.9% | +203.2% |
| 5Y | +333.5% | -33.9% | +367.4% | +345.9% |
| All | +333.5% | -35.6% | +369.1% | +345.9% |
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