+481.0%
CF vs BMRN
-38.4%
+519.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | +2.6% | +2.1% | +4.1% |
| 30D | +9.7% | +4.3% | +5.4% | +8.6% |
| 3M | +1.2% | -17.1% | +18.3% | +5.2% |
| 6M | +7.4% | +5.7% | +1.7% | +5.2% |
| YTD | +60.5% | -3.9% | +64.4% | +59.8% |
| 1Y | +50.7% | +8.5% | +42.3% | +44.9% |
| 3Y | +64.8% | -32.0% | +96.8% | +74.0% |
| 5Y | +115.8% | -29.9% | +145.7% | +117.2% |
| 10Y | +481.0% | -38.9% | +520.0% | +440.9% |
| All | +481.0% | -38.4% | +519.5% | +440.9% |
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