+99.4%
CB vs BMRN
-18.1%
+117.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.5% | -3.8% | +3.3% | -0.1% |
| 30D | -3.1% | -6.5% | +3.4% | -2.4% |
| 3M | +4.2% | +11.2% | -7.1% | +2.9% |
| 6M | +4.7% | +5.8% | -1.1% | +3.8% |
| YTD | +8.8% | +8.4% | +0.4% | +7.5% |
| 1Y | +22.6% | +15.7% | +7.0% | +20.0% |
| 3Y | +70.6% | -28.6% | +99.2% | +74.8% |
| 5Y | +99.4% | -19.6% | +119.0% | +96.8% |
| All | +99.4% | -18.1% | +117.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling