+604.3%
CEG vs BMRN
-24.4%
+628.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +2.3% | -6.5% | +8.8% | +3.1% |
| 3M | +15.6% | +18.3% | -2.7% | +13.0% |
| 6M | -5.0% | +8.9% | -13.9% | -6.3% |
| YTD | -19.0% | +10.5% | -29.6% | -20.4% |
| 1Y | -10.0% | +17.5% | -27.4% | -12.4% |
| 3Y | +163.9% | -27.7% | +191.7% | +176.4% |
| All | +604.3% | -24.4% | +628.7% | +610.4% |
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 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