-2.2%
REGN vs CART
+14.3%
-16.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.7% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | +3.4% | -4.3% | +7.8% | +3.7% |
| 3M | +32.7% | +13.1% | +19.6% | +31.8% |
| 6M | +6.9% | +26.0% | -19.1% | +5.3% |
| YTD | +5.4% | +6.7% | -1.3% | +4.8% |
| 1Y | +45.8% | +6.3% | +39.6% | +44.6% |
| All | -2.2% | +14.3% | -16.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling