+99.7%
CELH vs BMRN
+259.9%
-160.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.0% |
| 7D | -15.8% | -1.4% | -14.4% | -15.5% |
| 30D | -5.2% | -5.8% | +0.6% | -4.0% |
| 3M | -6.1% | +16.6% | -22.8% | -9.4% |
| 6M | -40.9% | +7.6% | -48.4% | -42.1% |
| YTD | -41.8% | +10.2% | -52.0% | -43.4% |
| 1Y | -52.6% | +20.2% | -72.8% | -54.9% |
| 3Y | -60.4% | -27.4% | -33.0% | -58.8% |
| 5Y | -12.6% | -16.0% | +3.4% | -10.8% |
| 10Y | +3,704.3% | -30.3% | +3,734.6% | +3,762.7% |
| All | +99.7% | +259.9% | -160.2% | +43.6% |
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