+96.3%
CAG vs BMRN
+392.1%
-295.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.8% |
| 30D | -1.5% | -5.8% | +4.3% | -1.2% |
| 3M | +11.5% | +16.6% | -5.2% | +10.3% |
| 6M | -15.7% | +7.6% | -23.3% | -16.2% |
| YTD | -10.2% | +10.2% | -20.4% | -11.0% |
| 1Y | -18.1% | +20.2% | -38.3% | -19.4% |
| 3Y | -39.4% | -27.4% | -12.0% | -38.7% |
| 5Y | -42.6% | -16.0% | -26.6% | -42.9% |
| 10Y | -35.6% | -30.3% | -5.3% | -36.4% |
| All | +96.3% | +392.1% | -295.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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