-17.4%
CCL vs BMRN
+385.5%
-402.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -20.0% | +1.3% | -21.3% | -20.4% |
| 3M | -13.7% | +14.3% | -27.9% | -16.4% |
| 6M | -9.0% | +5.7% | -14.8% | -10.5% |
| YTD | -22.8% | +8.7% | -31.6% | -24.6% |
| 1Y | -25.3% | +14.6% | -39.9% | -28.0% |
| 3Y | +54.1% | -28.3% | +82.4% | +61.9% |
| 5Y | +3.5% | -15.7% | +19.2% | +5.6% |
| 10Y | -41.0% | -33.7% | -7.4% | -39.3% |
| All | -17.4% | +385.5% | -402.9% | -50.2% |
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