+327.9%
CAT vs REGN
+23.2%
+304.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +0.6% | -6.0% | +6.6% | +1.9% |
| 30D | -4.5% | -0.4% | -4.2% | -4.6% |
| 3M | -5.8% | +32.0% | -37.8% | -11.7% |
| 6M | +12.7% | +3.0% | +9.7% | +11.6% |
| YTD | +41.4% | +3.2% | +38.2% | +39.7% |
| 1Y | +92.1% | +43.4% | +48.6% | +76.3% |
| 3Y | +197.5% | -3.6% | +201.1% | +191.0% |
| 5Y | +327.9% | +23.1% | +304.8% | +281.6% |
| All | +327.9% | +23.2% | +304.7% | +281.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling