-19.6%
BMRN vs CASY
+234.8%
-254.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +1.5% |
| 7D | -3.8% | -16.5% | +12.7% | -1.7% |
| 30D | -6.5% | -26.4% | +19.9% | -2.8% |
| 3M | +11.2% | -17.3% | +28.5% | +12.9% |
| 6M | +5.8% | -5.2% | +11.0% | +4.1% |
| YTD | +8.4% | +14.1% | -5.7% | +2.6% |
| 1Y | +15.7% | +16.6% | -1.0% | +8.7% |
| 3Y | -28.6% | +163.7% | -192.3% | -45.8% |
| 5Y | -19.6% | +231.3% | -250.9% | -44.8% |
| All | -19.6% | +234.8% | -254.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling