+295.1%
CAPR vs BMRN
-29.9%
+324.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.1% | +24.4% | +25.4% |
| 7D | +25.8% | +2.1% | +23.7% | +24.8% |
| 30D | +50.2% | +5.3% | +44.9% | +46.5% |
| 3M | +185.5% | -16.1% | +201.6% | +213.0% |
| 6M | -64.8% | +10.9% | -75.8% | -67.8% |
| YTD | -61.1% | -1.9% | -59.3% | -61.6% |
| 1Y | +81.0% | +6.2% | +74.8% | +68.5% |
| All | +295.1% | -29.9% | +324.9% | +309.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling