+152.2%
CAKE vs BMRN
-16.0%
+168.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -4.5% | -1.3% | -3.3% | -4.2% |
| 30D | -12.4% | -6.5% | -5.9% | -11.0% |
| 3M | +37.3% | +18.3% | +19.1% | +31.2% |
| 6M | +70.7% | +8.9% | +61.8% | +66.0% |
| YTD | +106.0% | +10.5% | +95.5% | +98.9% |
| 1Y | +79.7% | +17.5% | +62.2% | +69.5% |
| 3Y | +267.8% | -27.7% | +295.5% | +291.8% |
| All | +152.2% | -16.0% | +168.2% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling