+80.8%
CAPR vs BMRN
-17.8%
+98.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.8% | -2.0% |
| 7D | -9.5% | -0.3% | -9.2% | -9.3% |
| 30D | +121.5% | +1.3% | +120.2% | +118.5% |
| 3M | -65.4% | +14.3% | -79.7% | -68.7% |
| 6M | -67.5% | +5.7% | -73.3% | -69.4% |
| YTD | -68.6% | +8.7% | -77.4% | -70.8% |
| 1Y | +42.7% | +14.6% | +28.0% | +26.7% |
| 3Y | +43.4% | -28.3% | +71.7% | +58.5% |
| All | +80.8% | -17.8% | +98.6% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling