+27.6%
CAVA vs BMRN
-30.1%
+57.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -8.0% | -1.3% | -6.8% | -7.9% |
| 30D | -19.6% | -6.5% | -13.1% | -18.8% |
| 3M | -36.7% | +18.3% | -54.9% | -38.5% |
| 6M | -30.6% | +8.9% | -39.5% | -31.7% |
| YTD | -4.8% | +10.5% | -15.3% | -6.7% |
| 1Y | -13.1% | +17.5% | -30.6% | -16.4% |
| 3Y | +48.8% | -27.7% | +76.5% | +45.8% |
| All | +27.6% | -30.1% | +57.8% | +21.3% |
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