+246.7%
CB vs BMRN
-37.5%
+284.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -1.0% | +2.1% | -3.1% | -1.4% |
| 30D | +7.3% | +5.3% | +2.0% | +6.4% |
| 3M | +7.0% | -16.1% | +23.2% | +9.9% |
| 6M | +16.3% | +10.9% | +5.4% | +13.9% |
| YTD | +19.7% | -1.9% | +21.6% | +19.3% |
| 1Y | +27.8% | +6.2% | +21.6% | +25.2% |
| 3Y | +72.0% | -30.5% | +102.6% | +78.1% |
| 5Y | +104.9% | -28.4% | +133.2% | +106.7% |
| 10Y | +246.7% | -36.2% | +283.0% | +232.2% |
| All | +246.7% | -37.5% | +284.2% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling