+2,422.9%
CB vs BMRN
+329.1%
+2,093.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.7% | +2.6% | -1.9% | +0.3% |
| 30D | +8.2% | +4.3% | +3.9% | +7.5% |
| 3M | +6.3% | -17.1% | +23.4% | +8.9% |
| 6M | +16.2% | +5.7% | +10.5% | +14.8% |
| YTD | +19.3% | -3.9% | +23.2% | +19.3% |
| 1Y | +29.2% | +8.5% | +20.8% | +26.7% |
| 3Y | +71.4% | -32.0% | +103.4% | +76.9% |
| 5Y | +104.2% | -29.9% | +134.2% | +107.2% |
| 10Y | +246.7% | -38.9% | +285.6% | +245.2% |
| All | +2,422.9% | +329.1% | +2,093.7% | +1,678.2% |
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 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