-38.4%
BMRN vs COO
+41.1%
-79.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +3.8% | +14.2% | -10.4% | -1.6% |
| 3M | -16.5% | -18.2% | +1.7% | -10.3% |
| 6M | +6.9% | +5.3% | +1.5% | +3.1% |
| YTD | -3.7% | -23.6% | +19.9% | +5.6% |
| 1Y | +5.6% | -12.7% | +18.2% | +9.3% |
| 3Y | -31.4% | -24.2% | -7.2% | -27.6% |
| 5Y | -30.0% | -40.0% | +10.0% | -19.4% |
| All | -38.4% | +41.1% | -79.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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