+76.7%
CF vs BMRN
-26.7%
+103.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.0% | +2.9% | +3.1% | +6.0% |
| 30D | +14.8% | +11.0% | +3.8% | +14.7% |
| 3M | +14.1% | +17.8% | -3.8% | +13.8% |
| 6M | +28.5% | +10.1% | +18.4% | +28.9% |
| YTD | +74.9% | +11.9% | +63.0% | +75.1% |
| 1Y | +61.7% | +17.2% | +44.5% | +61.0% |
| All | +76.7% | -26.7% | +103.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling