+74.7%
CART vs BIIB
-0.1%
+74.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +1.3% | +2.0% | -0.7% | +1.1% |
| 30D | +19.2% | +8.8% | +10.3% | +18.0% |
| 3M | +17.6% | +20.3% | -2.7% | +15.3% |
| 6M | +47.4% | +23.9% | +23.5% | +44.0% |
| YTD | +30.9% | +44.0% | -13.1% | +25.5% |
| 1Y | +46.0% | +53.8% | -7.9% | +38.7% |
| 3Y | +130.3% | +13.8% | +116.5% | +127.7% |
| All | +74.7% | -0.1% | +74.8% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling