-2.6%
REGN vs CART
+11.0%
-13.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -5.2% | -9.5% | +4.3% | -4.7% |
| 30D | +0.1% | -7.8% | +7.8% | +0.5% |
| 3M | +31.2% | +10.4% | +20.8% | +30.5% |
| 6M | +3.6% | +20.1% | -16.4% | +2.3% |
| YTD | +5.0% | +3.7% | +1.3% | +4.6% |
| 1Y | +45.9% | +2.6% | +43.3% | +45.0% |
| All | -2.6% | +11.0% | -13.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling