+22,900.1%
CAT vs BIIB
+8,341.7%
+14,558.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -6.3% | +1.7% | -8.0% | -6.4% |
| 30D | -26.8% | +12.2% | -39.0% | -27.7% |
| 3M | -30.0% | +22.3% | -52.3% | -31.5% |
| 6M | -34.6% | +30.9% | -65.5% | -36.5% |
| YTD | +2.9% | +43.9% | -41.0% | -1.2% |
| 1Y | +3.3% | +62.1% | -58.8% | -2.0% |
| 3Y | +153.7% | +12.7% | +141.0% | +147.8% |
| 5Y | +207.3% | -5.1% | +212.4% | +202.2% |
| 10Y | +674.0% | -21.9% | +695.9% | +642.0% |
| All | +22,900.1% | +8,341.7% | +14,558.4% | +15,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling