+470.7%
CF vs BMRN
-38.2%
+508.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.0% |
| 7D | +5.4% | +1.0% | +4.3% | +5.1% |
| 30D | +6.5% | +4.3% | +2.3% | +5.4% |
| 3M | +4.6% | -19.3% | +23.9% | +9.4% |
| 6M | -3.3% | +7.2% | -10.5% | -5.6% |
| YTD | +63.9% | -4.6% | +68.5% | +63.4% |
| 1Y | +50.4% | +2.5% | +48.0% | +46.7% |
| 3Y | +68.2% | -32.5% | +100.7% | +77.9% |
| 5Y | +113.8% | -30.6% | +144.5% | +115.7% |
| All | +470.7% | -38.2% | +508.9% | +427.4% |
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