-4.6%
CARR vs REGN
+46.5%
-51.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.3% |
| 7D | +1.6% | +4.2% | -2.7% | +1.1% |
| 30D | -8.7% | +7.8% | -16.6% | -9.6% |
| 3M | -12.6% | +31.8% | -44.4% | -15.7% |
| 6M | -1.5% | +5.4% | -6.9% | -2.3% |
| YTD | +14.3% | +7.7% | +6.6% | +13.0% |
| 1Y | -4.6% | +46.7% | -51.3% | -7.2% |
| All | -4.6% | +46.5% | -51.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling