+201.6%
CAT vs REGN
-1.1%
+202.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.9% | -5.2% | +8.1% | +4.1% |
| 30D | -2.6% | +0.1% | -2.7% | -2.8% |
| 3M | -10.7% | +31.2% | -41.9% | -16.6% |
| 6M | +16.1% | +3.6% | +12.5% | +14.8% |
| YTD | +43.2% | +5.0% | +38.2% | +41.0% |
| 1Y | +96.8% | +45.9% | +51.0% | +78.4% |
| All | +201.6% | -1.1% | +202.7% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling