+1.4%
CCL vs BMRN
-20.1%
+21.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -4.4% | -3.8% | -0.6% | -2.6% |
| 30D | -18.2% | -6.5% | -11.7% | -15.7% |
| 3M | -17.7% | +11.2% | -28.9% | -22.4% |
| 6M | -13.0% | +5.8% | -18.8% | -16.3% |
| YTD | -24.5% | +8.4% | -32.9% | -28.3% |
| 1Y | -26.9% | +15.7% | -42.6% | -33.4% |
| 3Y | +50.8% | -28.6% | +79.3% | +66.8% |
| All | +1.4% | -20.1% | +21.5% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling