+5,210.0%
CAT vs BMRN
+399.8%
+4,810.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | -6.6% | +11.0% | -17.6% | -8.2% |
| 3M | -13.3% | +17.8% | -31.1% | -15.7% |
| 6M | +11.6% | +10.1% | +1.5% | +9.3% |
| YTD | +42.9% | +11.9% | +31.0% | +39.5% |
| 1Y | +95.4% | +17.2% | +78.2% | +88.6% |
| 3Y | +196.6% | -28.5% | +225.1% | +205.6% |
| 5Y | +321.7% | -21.7% | +343.3% | +323.2% |
| 10Y | +1,140.8% | -30.5% | +1,171.3% | +1,125.2% |
| All | +5,210.0% | +399.8% | +4,810.2% | +3,418.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling