+695.3%
CAT vs BMRN
-38.2%
+733.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | +9.3% | +1.0% | +8.3% | +9.1% |
| 30D | -21.5% | +4.3% | -25.8% | -22.4% |
| 3M | -29.1% | -19.3% | -9.8% | -25.9% |
| 6M | -33.4% | +7.2% | -40.6% | -35.2% |
| YTD | +6.6% | -4.6% | +11.1% | +6.2% |
| 1Y | +6.5% | +2.5% | +4.0% | +3.8% |
| 3Y | +162.7% | -32.5% | +195.2% | +178.7% |
| 5Y | +214.2% | -30.6% | +244.8% | +222.9% |
| All | +695.3% | -38.2% | +733.5% | +661.4% |
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