+1.5%
CARR vs REGN
-4.3%
+5.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | -3.8% | -5.6% | +1.8% | -2.7% |
| 30D | -8.9% | -2.0% | -7.0% | -8.6% |
| 3M | -17.3% | +28.0% | -45.3% | -21.8% |
| 6M | -1.4% | +1.2% | -2.5% | -2.0% |
| YTD | +10.0% | +1.6% | +8.4% | +9.0% |
| 1Y | -6.4% | +38.2% | -44.6% | -13.6% |
| 3Y | +1.5% | -5.4% | +6.9% | +3.0% |
| All | +1.5% | -4.3% | +5.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling