+73.5%
CART vs BMRN
-35.6%
+109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +22.4% | +4.3% | +18.1% | +21.5% |
| 3M | +16.5% | -10.4% | +26.9% | +18.4% |
| 6M | +44.9% | +5.8% | +39.1% | +43.8% |
| YTD | +30.0% | -3.8% | +33.8% | +30.6% |
| 1Y | +59.1% | +11.1% | +48.0% | +55.7% |
| 3Y | +138.8% | -31.7% | +170.5% | +149.3% |
| All | +73.5% | -35.6% | +109.1% | +76.4% |
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 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