+1.5%
CARR vs BIIB
-16.5%
+18.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.8% | -1.7% | -2.1% | -3.5% |
| 30D | -8.9% | +4.0% | -12.9% | -9.6% |
| 3M | -17.3% | +8.6% | -25.9% | -19.1% |
| 6M | -1.4% | +14.0% | -15.4% | -5.1% |
| YTD | +10.0% | +23.4% | -13.4% | +3.1% |
| 1Y | -6.4% | +45.9% | -52.2% | -16.7% |
| 3Y | +1.5% | -16.1% | +17.7% | +3.6% |
| All | +1.5% | -16.5% | +18.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling