-33.1%
BMRN vs CASY
+465.7%
-498.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +2.8% |
| 7D | -3.8% | -16.5% | +12.7% | -0.2% |
| 30D | -6.5% | -26.4% | +19.9% | -0.4% |
| 3M | +11.2% | -17.3% | +28.5% | +14.2% |
| 6M | +5.8% | -5.2% | +11.0% | +4.4% |
| YTD | +8.4% | +14.1% | -5.7% | +1.7% |
| 1Y | +15.7% | +16.6% | -1.0% | +7.6% |
| 3Y | -28.6% | +163.7% | -192.3% | -48.6% |
| 5Y | -19.6% | +231.3% | -250.9% | -46.9% |
| All | -33.1% | +465.7% | -498.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling