-42.6%
CCL vs BMRN
-29.6%
-13.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.2% | -1.3% | -2.0% | -2.8% |
| 30D | -17.8% | -6.5% | -11.3% | -15.7% |
| 3M | -18.7% | +18.3% | -36.9% | -24.3% |
| 6M | -11.4% | +8.9% | -20.3% | -15.1% |
| YTD | -24.3% | +10.5% | -34.8% | -27.9% |
| 1Y | -28.8% | +17.5% | -46.3% | -34.2% |
| 3Y | +49.3% | -27.7% | +77.0% | +60.8% |
| 5Y | +1.6% | -15.8% | +17.4% | +3.4% |
| All | -42.6% | -29.6% | -13.0% | -43.0% |
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