+340.2%
BMRN vs CASY
+5,736.6%
-5,396.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +2.1% | +3.6% | -1.4% | +1.0% |
| 30D | +3.8% | +9.1% | -5.3% | +0.9% |
| 3M | -16.5% | -16.5% | 0.0% | -12.3% |
| 6M | +6.9% | -19.7% | +26.6% | +11.9% |
| YTD | -3.7% | +29.3% | -33.0% | -14.3% |
| 1Y | +5.6% | +33.1% | -27.6% | -7.2% |
| 3Y | -31.4% | +158.5% | -189.9% | -53.1% |
| 5Y | -30.0% | +266.7% | -296.7% | -58.3% |
| 10Y | -37.4% | +553.5% | -590.9% | -71.1% |
| All | +340.2% | +5,736.6% | -5,396.4% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling