+38.2%
REGN vs CART
+5.1%
+33.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.6% |
| 7D | -5.6% | -4.6% | -1.0% | -5.4% |
| 30D | -2.0% | +0.6% | -2.5% | -1.9% |
| 3M | +28.0% | +16.3% | +11.7% | +28.1% |
| 6M | +1.2% | +32.1% | -31.0% | +0.9% |
| YTD | +1.6% | +8.3% | -6.7% | +1.6% |
| 1Y | +38.2% | +6.1% | +32.1% | +37.5% |
| All | +38.2% | +5.1% | +33.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling