+15.7%
REGN vs CART
+40.2%
-24.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.7% |
| 7D | +3.1% | -0.6% | +3.7% | +3.1% |
| 30D | +25.8% | +23.1% | +2.7% | +24.3% |
| 3M | +20.5% | +19.2% | +1.3% | +19.3% |
| 6M | +35.0% | +45.7% | -10.7% | +32.1% |
| YTD | +24.8% | +30.9% | -6.1% | +22.6% |
| 1Y | +43.0% | +50.2% | -7.2% | +38.9% |
| 3Y | +21.2% | +133.5% | -112.3% | +13.2% |
| All | +15.7% | +40.2% | -24.4% | +9.1% |
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