+251.7%
CB vs BMRN
-37.6%
+289.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +2.9% | +2.1% | +0.8% | +2.6% |
| 30D | +7.3% | +3.8% | +3.5% | +6.6% |
| 3M | +9.4% | -16.5% | +25.9% | +12.4% |
| 6M | +19.6% | +6.9% | +12.8% | +17.8% |
| YTD | +21.5% | -3.7% | +25.2% | +21.3% |
| 1Y | +28.0% | +5.6% | +22.5% | +25.5% |
| 3Y | +74.9% | -31.4% | +106.2% | +81.4% |
| 5Y | +108.1% | -30.0% | +138.1% | +110.7% |
| All | +251.7% | -37.6% | +289.3% | +238.0% |
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