+985.1%
CDW vs BMRN
-0.3%
+985.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +9.3% | +2.1% | +7.2% | +8.8% |
| 30D | +14.4% | +3.8% | +10.6% | +13.5% |
| 3M | +21.4% | -16.5% | +37.9% | +26.2% |
| 6M | +72.8% | +6.9% | +65.9% | +69.7% |
| YTD | +28.0% | -3.7% | +31.7% | +27.9% |
| 1Y | +19.3% | +5.6% | +13.8% | +16.2% |
| 3Y | -15.3% | -31.4% | +16.1% | -10.9% |
| 5Y | -3.8% | -30.0% | +26.2% | -1.3% |
| 10Y | +318.5% | -37.4% | +356.0% | +312.1% |
| All | +985.1% | -0.3% | +985.4% | +918.5% |
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