+31,848.7%
CAT vs BIIB
+7,261.0%
+24,587.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.9% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | -6.6% | +6.9% | -13.4% | -7.2% |
| 3M | -13.3% | +12.4% | -25.7% | -14.5% |
| 6M | +11.6% | +16.3% | -4.6% | +9.6% |
| YTD | +42.9% | +25.5% | +17.5% | +39.2% |
| 1Y | +95.4% | +57.8% | +37.6% | +85.9% |
| 3Y | +196.6% | -17.3% | +213.9% | +198.6% |
| 5Y | +321.7% | -33.8% | +355.5% | +329.0% |
| 10Y | +1,140.8% | -29.6% | +1,170.4% | +1,102.6% |
| All | +31,848.7% | +7,261.0% | +24,587.7% | +21,406.5% |
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