+16.6%
BMRN vs CAI
-11.0%
+27.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | 0.0% |
| 7D | -3.8% | -3.1% | -0.7% | -3.5% |
| 30D | -6.5% | +2.7% | -9.2% | -6.9% |
| 3M | +11.2% | +41.7% | -30.5% | +6.6% |
| 6M | +5.8% | +26.5% | -20.7% | +1.7% |
| YTD | +8.4% | -10.9% | +19.3% | +8.7% |
| 1Y | +15.7% | -29.2% | +44.9% | +19.9% |
| All | +16.6% | -11.0% | +27.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 all: compounded portfolio wealth divided by compounded CAI 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…
all analysis · Full analysis span regression · 6 months rolling