+22.4%
CCI vs BMRN
-29.6%
+52.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +2.2% | -6.5% | +8.7% | +3.3% |
| 3M | -16.9% | +18.3% | -35.1% | -19.3% |
| 6M | -11.5% | +8.9% | -20.4% | -13.2% |
| YTD | -12.8% | +10.5% | -23.4% | -14.8% |
| 1Y | -17.1% | +17.5% | -34.6% | -20.2% |
| 3Y | -9.6% | -27.7% | +18.1% | -6.7% |
| 5Y | -48.9% | -15.8% | -33.2% | -49.4% |
| All | +22.4% | -29.6% | +52.0% | +17.9% |
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