+72.5%
CART vs BMRN
-36.9%
+109.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +3.0% | -4.2% | +7.2% | +3.6% |
| 30D | +28.6% | +1.5% | +27.1% | +28.1% |
| 3M | +29.1% | -8.8% | +37.9% | +30.9% |
| 6M | +44.7% | +2.6% | +42.1% | +44.3% |
| YTD | +29.2% | -5.7% | +34.9% | +30.3% |
| 1Y | +66.2% | +8.1% | +58.1% | +63.3% |
| 3Y | +112.8% | -26.5% | +139.3% | +120.1% |
| All | +72.5% | -36.9% | +109.4% | +75.9% |
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