-69.4%
CAPR vs BMRN
-37.6%
-31.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.4% |
| 7D | +5.9% | +2.1% | +3.7% | +5.2% |
| 30D | +44.6% | +3.8% | +40.8% | +42.5% |
| 3M | +126.4% | -16.5% | +142.9% | +147.5% |
| 6M | -68.6% | +6.9% | -75.5% | -70.2% |
| YTD | -67.0% | -3.7% | -63.3% | -67.0% |
| 1Y | +65.2% | +5.6% | +59.6% | +56.3% |
| 3Y | +235.6% | -31.4% | +266.9% | +278.9% |
| 5Y | +175.4% | -30.0% | +205.4% | +205.4% |
| All | -69.4% | -37.6% | -31.7% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling