+73.5%
CART vs BIIB
+0.5%
+73.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | +1.5% | +2.4% | -0.8% | +1.2% |
| 30D | +22.4% | +12.9% | +9.5% | +20.8% |
| 3M | +16.5% | +22.6% | -6.0% | +14.0% |
| 6M | +44.9% | +31.7% | +13.1% | +40.7% |
| YTD | +30.0% | +44.8% | -14.9% | +24.6% |
| 1Y | +59.1% | +63.9% | -4.8% | +50.0% |
| 3Y | +138.8% | +13.5% | +125.4% | +137.0% |
| All | +73.5% | +0.5% | +73.0% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling