+3,733.8%
CELH vs BMRN
-29.6%
+3,763.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | -1.4% | -6.5% | +5.0% | +0.7% |
| 3M | -4.2% | +18.3% | -22.4% | -10.0% |
| 6M | -40.5% | +8.9% | -49.3% | -42.7% |
| YTD | -40.5% | +10.5% | -51.0% | -43.2% |
| 1Y | -53.0% | +17.5% | -70.5% | -56.3% |
| 3Y | -59.1% | -27.7% | -31.3% | -56.4% |
| 5Y | -10.7% | -15.8% | +5.1% | -8.4% |
| All | +3,733.8% | -29.6% | +3,763.4% | +3,662.7% |
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