-1.8%
CARR vs BIIB
+68.6%
-70.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.5% |
| 7D | -0.7% | +4.3% | -4.9% | -0.8% |
| 30D | +0.3% | +13.8% | -13.5% | +0.1% |
| 3M | -14.9% | +22.1% | -37.0% | -15.1% |
| 6M | -14.9% | +35.9% | -50.8% | -15.7% |
| YTD | +7.0% | +44.6% | -37.6% | +4.0% |
| 1Y | -1.8% | +70.4% | -72.2% | -10.2% |
| All | -1.8% | +68.6% | -70.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling