+1,103.7%
CAH vs BMRN
+383.8%
+719.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.2% | -3.8% | +1.6% | -1.8% |
| 30D | +1.2% | -6.5% | +7.7% | +2.0% |
| 3M | +13.1% | +11.2% | +1.9% | +11.6% |
| 6M | +8.5% | +5.8% | +2.7% | +7.5% |
| YTD | +17.6% | +8.4% | +9.2% | +16.1% |
| 1Y | +60.7% | +15.7% | +45.0% | +56.9% |
| 3Y | +183.2% | -28.6% | +211.7% | +189.5% |
| 5Y | +402.2% | -19.6% | +421.8% | +401.9% |
| 10Y | +302.3% | -31.5% | +333.8% | +299.0% |
| All | +1,103.7% | +383.8% | +719.8% | +806.0% |
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