+213.4%
CAT vs BMRN
-28.4%
+241.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.6% |
| YTD | +5.9% | -1.9% | +7.8% | +5.2% |
| 1Y | +6.8% | +6.2% | +0.6% | +4.1% |
| 3Y | +161.1% | -30.5% | +191.6% | +172.4% |
| 5Y | +213.4% | -28.4% | +241.8% | +227.2% |
| All | +213.4% | -28.4% | +241.9% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling