+31,061.0%
CAT vs REGN
+3,618.0%
+27,443.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.2% |
| 7D | +5.6% | -1.6% | +7.2% | +5.7% |
| 30D | -2.3% | +3.4% | -5.8% | -2.7% |
| 3M | -10.0% | +32.7% | -42.7% | -12.3% |
| 6M | +21.2% | +6.9% | +14.3% | +20.3% |
| YTD | +44.4% | +5.4% | +39.1% | +43.5% |
| 1Y | +96.3% | +45.8% | +50.4% | +89.2% |
| 3Y | +203.9% | -1.5% | +205.4% | +201.6% |
| 5Y | +333.5% | +22.2% | +311.3% | +320.0% |
| 10Y | +1,126.0% | +103.6% | +1,022.5% | +1,023.5% |
| All | +31,061.0% | +3,618.0% | +27,443.1% | +19,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling