+95.4%
CAT vs REGN
+46.5%
+49.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +1.7% | +4.2% | -2.5% | +1.0% |
| 30D | -6.6% | +7.8% | -14.4% | -7.8% |
| 3M | -13.3% | +31.8% | -45.1% | -18.0% |
| 6M | +11.6% | +5.4% | +6.2% | +10.7% |
| YTD | +42.9% | +7.7% | +35.3% | +41.1% |
| 1Y | +95.4% | +46.7% | +48.8% | +88.4% |
| All | +95.4% | +46.5% | +49.0% | +88.4% |
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