+42.4%
CART vs BMRN
-27.3%
+69.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.6% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -4.3% | +1.3% | -5.6% | -4.6% |
| 3M | +13.1% | +14.3% | -1.2% | +11.0% |
| 6M | +26.0% | +5.7% | +20.3% | +25.0% |
| YTD | +6.7% | +8.7% | -2.0% | +5.3% |
| 1Y | +6.3% | +14.6% | -8.4% | +3.6% |
| All | +42.4% | -27.3% | +69.7% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling