-78.9%
CAPR vs BMRN
-29.8%
-49.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.7% |
| 7D | -10.6% | -1.4% | -9.2% | -10.0% |
| 30D | +111.2% | -5.8% | +117.0% | +117.1% |
| 3M | -67.2% | +16.6% | -83.9% | -70.2% |
| 6M | -75.1% | +7.6% | -82.7% | -76.6% |
| YTD | -71.2% | +10.2% | -81.5% | -73.1% |
| 1Y | +31.1% | +20.2% | +10.9% | +16.3% |
| 3Y | +31.3% | -27.4% | +58.7% | +43.2% |
| 5Y | +69.4% | -16.0% | +85.4% | +71.8% |
| All | -78.9% | -29.8% | -49.1% | -75.7% |
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