+434.8%
CCI vs BMRN
+385.5%
+49.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +0.5% | +1.3% | -0.8% | +0.1% |
| 3M | -16.3% | +14.3% | -30.6% | -18.5% |
| 6M | -13.9% | +5.7% | -19.7% | -15.3% |
| YTD | -12.4% | +8.7% | -21.2% | -14.4% |
| 1Y | -15.2% | +14.6% | -29.8% | -18.3% |
| 3Y | -9.9% | -28.3% | +18.5% | -7.0% |
| 5Y | -50.8% | -15.7% | -35.1% | -51.5% |
| 10Y | +18.3% | -33.7% | +52.0% | +15.4% |
| All | +434.8% | +385.5% | +49.3% | +193.9% |
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 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