+1,056.5%
CCJ vs BMRN
-29.6%
+1,086.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.0% | -1.3% | -2.8% | -3.8% |
| 30D | -2.4% | -6.5% | +4.1% | -1.0% |
| 3M | -2.3% | +18.3% | -20.6% | -6.1% |
| 6M | -16.2% | +8.9% | -25.1% | -18.2% |
| YTD | +5.7% | +10.5% | -4.8% | +2.6% |
| 1Y | +21.3% | +17.5% | +3.8% | +15.6% |
| 3Y | +159.4% | -27.7% | +187.1% | +170.0% |
| 5Y | +300.7% | -15.8% | +316.4% | +299.7% |
| All | +1,056.5% | -29.6% | +1,086.1% | +1,026.1% |
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