+130.3%
CART vs BMRN
-31.2%
+161.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | +1.3% | +2.1% | -0.9% | +1.0% |
| 30D | +19.2% | +3.8% | +15.4% | +18.4% |
| 3M | +17.6% | -16.5% | +34.0% | +20.6% |
| 6M | +47.4% | +6.9% | +40.5% | +46.2% |
| YTD | +30.9% | -3.7% | +34.6% | +31.6% |
| 1Y | +46.0% | +5.6% | +40.4% | +44.3% |
| 3Y | +130.3% | -31.4% | +161.7% | +171.7% |
| All | +130.3% | -31.2% | +161.5% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling