+293.7%
CDW vs BMRN
-29.6%
+323.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +13.1% | -6.5% | +19.6% | +14.8% |
| 3M | +19.7% | +18.3% | +1.4% | +15.0% |
| 6M | +30.7% | +8.9% | +21.8% | +27.4% |
| YTD | +14.7% | +10.5% | +4.2% | +11.1% |
| 1Y | -5.3% | +17.5% | -22.8% | -10.2% |
| 3Y | -23.8% | -27.7% | +3.9% | -20.6% |
| 5Y | -16.8% | -15.8% | -1.0% | -18.7% |
| All | +293.7% | -29.6% | +323.3% | +270.7% |
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