+70.1%
CB vs BMRN
-28.8%
+99.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -3.9% | +1.3% | -5.2% | -4.0% |
| 3M | +4.9% | +14.3% | -9.4% | +4.0% |
| 6M | +3.3% | +5.7% | -2.5% | +2.8% |
| YTD | +8.5% | +8.7% | -0.2% | +7.8% |
| 1Y | +22.1% | +14.6% | +7.4% | +20.7% |
| 3Y | +70.1% | -28.3% | +98.5% | +71.9% |
| All | +70.1% | -28.8% | +99.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling