+66.2%
CART vs BIIB
+59.4%
+6.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +3.0% | -2.1% | +5.0% | +3.2% |
| 30D | +28.6% | +11.8% | +16.8% | +27.3% |
| 3M | +29.1% | +20.4% | +8.7% | +27.3% |
| 6M | +44.7% | +30.2% | +14.5% | +42.8% |
| YTD | +29.2% | +41.1% | -11.9% | +26.2% |
| 1Y | +66.2% | +58.4% | +7.7% | +57.2% |
| All | +66.2% | +59.4% | +6.7% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling