+421.5%
CARR vs BIIB
-25.9%
+447.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | -8.9% | +4.0% | -12.9% | -9.4% |
| 3M | -17.3% | +8.6% | -25.9% | -18.5% |
| 6M | -1.4% | +14.0% | -15.4% | -3.8% |
| YTD | +10.0% | +23.4% | -13.4% | +5.9% |
| 1Y | -6.4% | +45.9% | -52.2% | -12.2% |
| 3Y | +1.5% | -16.1% | +17.7% | +1.2% |
| 5Y | +9.3% | -27.6% | +36.9% | +8.2% |
| All | +421.5% | -25.9% | +447.4% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling