-64.8%
CAPR vs BMRN
+9.1%
-73.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.1% | +24.4% | +25.9% |
| 7D | +25.8% | +2.1% | +23.7% | +25.2% |
| 30D | +50.2% | +5.3% | +44.9% | +48.3% |
| 3M | +185.5% | -16.1% | +201.6% | +186.7% |
| 6M | -64.8% | +10.9% | -75.8% | -67.8% |
| All | -64.8% | +9.1% | -73.9% | -67.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling