+1,144.3%
CAT vs REGN
+105.3%
+1,039.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +0.6% | -5.6% | +6.2% | +1.8% |
| 30D | -4.3% | -2.0% | -2.4% | -4.0% |
| 3M | -8.6% | +28.0% | -36.6% | -14.1% |
| 6M | +16.1% | +1.2% | +15.0% | +15.2% |
| YTD | +43.8% | +1.6% | +42.1% | +42.3% |
| 1Y | +91.5% | +38.2% | +53.2% | +75.9% |
| 3Y | +202.7% | -5.4% | +208.1% | +198.0% |
| 5Y | +335.1% | +21.3% | +313.9% | +298.1% |
| All | +1,144.3% | +105.3% | +1,039.1% | +800.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling