+4,487.9%
CCJ vs BMRN
+385.5%
+4,102.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | +5.9% | -0.3% | +6.3% | +6.0% |
| 30D | +4.7% | +1.3% | +3.4% | +4.4% |
| 3M | -3.3% | +14.3% | -17.6% | -5.4% |
| 6M | -7.0% | +5.7% | -12.8% | -8.1% |
| YTD | +11.5% | +8.7% | +2.7% | +9.6% |
| 1Y | +32.3% | +14.6% | +17.6% | +28.6% |
| 3Y | +176.8% | -28.3% | +205.2% | +184.4% |
| 5Y | +351.8% | -15.7% | +367.5% | +351.3% |
| 10Y | +1,080.5% | -33.7% | +1,114.2% | +1,073.9% |
| All | +4,487.9% | +385.5% | +4,102.4% | +3,246.5% |
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 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