+8.9%
CAT vs REGN
+45.3%
-36.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -4.9% |
| 7D | -17.1% | +14.4% | -31.5% | -17.9% |
| 30D | -30.1% | +28.1% | -58.2% | -31.9% |
| 3M | -32.4% | +22.5% | -54.9% | -34.0% |
| 6M | -32.1% | +31.6% | -63.7% | -34.5% |
| YTD | +4.1% | +21.0% | -16.9% | +2.3% |
| 1Y | +8.9% | +49.0% | -40.1% | +7.9% |
| All | +8.9% | +45.3% | -36.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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