+639.5%
CEG vs BMRN
-23.4%
+662.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | +2.9% | +5.1% | +7.7% |
| 30D | +12.9% | +11.0% | +1.9% | +11.5% |
| 3M | +13.2% | +17.8% | -4.7% | +10.8% |
| 6M | -7.0% | +10.1% | -17.1% | -8.3% |
| YTD | -15.0% | +11.9% | -26.9% | -16.5% |
| 1Y | -2.7% | +17.2% | -20.0% | -5.3% |
| 3Y | +184.1% | -28.5% | +212.5% | +199.2% |
| All | +639.5% | -23.4% | +662.8% | +644.8% |
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