+1,123.7%
CAT vs BMRN
-29.8%
+1,153.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -4.5% | -5.8% | +1.3% | -3.3% |
| 3M | -5.8% | +16.6% | -22.4% | -9.6% |
| 6M | +12.7% | +7.6% | +5.2% | +9.9% |
| YTD | +41.4% | +10.2% | +31.1% | +36.7% |
| 1Y | +92.1% | +20.2% | +71.9% | +80.5% |
| 3Y | +197.5% | -27.4% | +224.8% | +211.0% |
| 5Y | +327.9% | -16.0% | +343.9% | +320.4% |
| All | +1,123.7% | -29.8% | +1,153.5% | +1,006.7% |
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