+33.1%
CAPR vs BMRN
-28.6%
+61.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -12.6% | -3.8% | -8.8% | -10.9% |
| 30D | +124.4% | -6.5% | +130.9% | +132.0% |
| 3M | -66.8% | +11.2% | -78.0% | -69.3% |
| 6M | -71.8% | +5.8% | -77.6% | -73.3% |
| YTD | -70.1% | +8.4% | -78.4% | -71.9% |
| 1Y | +33.3% | +15.7% | +17.7% | +19.0% |
| All | +33.1% | -28.6% | +61.7% | +52.6% |
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 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