+58.2%
CAPR vs BMRN
+12.9%
+45.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.0% | +2.9% | -4.9% | -3.4% |
| 30D | +139.2% | +11.0% | +128.1% | +123.1% |
| 3M | -66.4% | +17.8% | -84.2% | -70.4% |
| 6M | -63.1% | +10.1% | -73.2% | -65.6% |
| YTD | -67.4% | +11.9% | -79.4% | -69.7% |
| 1Y | +58.2% | +17.2% | +41.0% | +52.5% |
| All | +58.2% | +12.9% | +45.3% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling