+2,441.0%
CB vs BMRN
+325.9%
+2,115.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +7.4% | +4.3% | +3.1% | +6.7% |
| 3M | +8.6% | -19.3% | +27.9% | +11.7% |
| 6M | +16.1% | +7.2% | +8.9% | +14.6% |
| YTD | +20.2% | -4.6% | +24.8% | +20.2% |
| 1Y | +27.2% | +2.5% | +24.7% | +25.6% |
| 3Y | +72.7% | -32.5% | +105.2% | +78.3% |
| 5Y | +105.9% | -30.6% | +136.6% | +109.1% |
| 10Y | +248.1% | -38.0% | +286.1% | +246.0% |
| All | +2,441.0% | +325.9% | +2,115.1% | +1,692.7% |
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