+343.1%
CCEP vs BMRN
-37.6%
+380.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.7% |
| 30D | +10.6% | +3.8% | +6.8% | +9.9% |
| 3M | +10.3% | -16.5% | +26.8% | +13.5% |
| 6M | +31.1% | +6.9% | +24.2% | +29.0% |
| YTD | +32.1% | -3.7% | +35.8% | +32.0% |
| 1Y | +32.8% | +5.6% | +27.3% | +30.2% |
| 3Y | +111.3% | -31.4% | +142.7% | +119.8% |
| 5Y | +147.5% | -30.0% | +177.5% | +152.2% |
| All | +343.1% | -37.6% | +380.7% | +327.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling