-3.2%
CDW vs BMRN
-30.5%
+27.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | +9.1% | +1.0% | +8.1% | +8.9% |
| 30D | +13.7% | +4.3% | +9.4% | +12.9% |
| 3M | +27.0% | -19.3% | +46.3% | +31.9% |
| 6M | +75.9% | +7.2% | +68.7% | +73.2% |
| YTD | +28.9% | -4.6% | +33.5% | +29.2% |
| 1Y | +19.6% | +2.5% | +17.1% | +17.7% |
| 3Y | -14.6% | -32.5% | +17.9% | -10.9% |
| 5Y | -3.2% | -30.6% | +27.5% | -4.1% |
| All | -3.2% | -30.5% | +27.4% | -4.1% |
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