+5,967.0%
CF vs BMRN
+731.6%
+5,235.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.2% |
| 30D | +14.8% | +11.0% | +3.8% | +11.4% |
| 3M | +14.1% | +17.8% | -3.8% | +8.6% |
| 6M | +28.5% | +10.1% | +18.4% | +23.6% |
| YTD | +74.9% | +11.9% | +63.0% | +66.9% |
| 1Y | +61.7% | +17.2% | +44.5% | +51.1% |
| 3Y | +80.3% | -28.5% | +108.8% | +88.1% |
| 5Y | +226.0% | -21.7% | +247.7% | +219.4% |
| 10Y | +569.9% | -30.5% | +600.4% | +532.8% |
| All | +5,967.0% | +731.6% | +5,235.4% | +2,367.0% |
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