+42.4%
CBRE vs BMRN
-18.8%
+61.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -7.2% | -1.4% | -5.8% | -6.9% |
| 30D | -6.4% | -5.8% | -0.6% | -5.2% |
| 3M | +2.9% | +16.6% | -13.7% | -1.0% |
| 6M | +2.5% | +7.6% | -5.1% | +0.2% |
| YTD | -14.2% | +10.2% | -24.4% | -16.7% |
| 1Y | -15.1% | +20.2% | -35.3% | -19.9% |
| 3Y | +61.9% | -27.4% | +89.2% | +70.6% |
| 5Y | +42.4% | -16.0% | +58.4% | +42.4% |
| All | +42.4% | -18.8% | +61.2% | +42.4% |
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