-6.4%
CARR vs BMRN
+20.6%
-27.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.7% |
| 30D | -8.9% | -6.5% | -2.4% | -8.5% |
| 3M | -17.3% | +18.3% | -35.6% | -18.6% |
| 6M | -1.4% | +8.9% | -10.3% | -1.9% |
| YTD | +10.0% | +10.5% | -0.5% | +9.2% |
| 1Y | -6.4% | +17.5% | -23.8% | -7.4% |
| All | -6.4% | +20.6% | -27.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling