+158.9%
CAT vs BMRN
-29.9%
+188.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.6% |
| 7D | +1.7% | +2.1% | -0.4% | +1.5% |
| 30D | -24.6% | +5.3% | -29.9% | -25.2% |
| 3M | -28.5% | -16.1% | -12.4% | -26.6% |
| 6M | -34.8% | +10.9% | -45.7% | -36.7% |
| YTD | +5.9% | -1.9% | +7.8% | +5.3% |
| 1Y | +6.8% | +6.2% | +0.6% | +3.9% |
| All | +158.9% | -29.9% | +188.8% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling