+203.9%
CAT vs BMRN
-28.8%
+232.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | -2.3% | +1.3% | -3.6% | -2.7% |
| 3M | -10.0% | +14.3% | -24.3% | -12.2% |
| 6M | +21.2% | +5.7% | +15.5% | +19.9% |
| YTD | +44.4% | +8.7% | +35.7% | +41.8% |
| 1Y | +96.3% | +14.6% | +81.7% | +89.9% |
| 3Y | +203.9% | -28.3% | +232.3% | +217.2% |
| All | +203.9% | -28.8% | +232.7% | +217.2% |
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