-97.9%
CAPR vs BMRN
+243.5%
-341.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.8% |
| 30D | +139.2% | +11.0% | +128.1% | +131.5% |
| 3M | -66.4% | +17.8% | -84.2% | -68.3% |
| 6M | -63.1% | +10.1% | -73.2% | -64.6% |
| YTD | -67.4% | +11.9% | -79.4% | -68.8% |
| 1Y | +58.2% | +17.2% | +41.0% | +49.1% |
| 3Y | +42.2% | -28.5% | +70.7% | +51.3% |
| 5Y | +87.3% | -21.7% | +108.9% | +94.6% |
| 10Y | -75.3% | -30.5% | -44.8% | -74.7% |
| All | -97.9% | +243.5% | -341.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling