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  • CAT vs REGN✓SelectedUSD · REGNCAT vs REGN performance historyLatest closeAs of+1.05%09/08
Stock and ETF performance explorer

CAT vs REGN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+31,061.0%
REGN return
+3,618.0%
Excess return
+27,443.1%
Maximum drawdown
-73.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioREGNExcessAlpha
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