-5.7%
REGN vs CART
+16.0%
-21.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.7% |
| 7D | -5.6% | -4.6% | -1.0% | -5.3% |
| 30D | -2.0% | +0.6% | -2.5% | -2.0% |
| 3M | +28.0% | +16.3% | +11.7% | +26.9% |
| 6M | +1.2% | +32.1% | -31.0% | -0.7% |
| YTD | +1.6% | +8.3% | -6.7% | +0.9% |
| 1Y | +38.2% | +6.1% | +32.1% | +37.2% |
| All | -5.7% | +16.0% | -21.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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