+6.3%
CART vs BMRN
+12.4%
-6.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -4.3% | +1.3% | -5.6% | -4.5% |
| 3M | +13.1% | +14.3% | -1.2% | +12.1% |
| 6M | +26.0% | +5.7% | +20.3% | +26.4% |
| YTD | +6.7% | +8.7% | -2.0% | +6.7% |
| 1Y | +6.3% | +14.6% | -8.4% | +3.3% |
| All | +6.3% | +12.4% | -6.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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