+62.3%
CF vs BMRN
+12.4%
+49.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -1.0% |
| 30D | +18.1% | +1.3% | +16.8% | +18.1% |
| 3M | +23.4% | +14.3% | +9.1% | +25.0% |
| 6M | +17.1% | +5.7% | +11.4% | +19.8% |
| YTD | +76.2% | +8.7% | +67.5% | +79.9% |
| 1Y | +62.3% | +14.6% | +47.6% | +64.8% |
| All | +62.3% | +12.4% | +49.9% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling