+5,331.8%
CF vs BMRN
+600.4%
+4,731.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -4.2% | +1.1% | -2.1% |
| 30D | +4.3% | +1.5% | +2.8% | +3.8% |
| 3M | +2.8% | -8.8% | +11.6% | +5.1% |
| 6M | +0.6% | +2.6% | -2.0% | -1.2% |
| YTD | +56.6% | -5.7% | +62.4% | +56.4% |
| 1Y | +49.6% | +8.1% | +41.5% | +42.7% |
| 3Y | +61.5% | -26.5% | +88.0% | +66.5% |
| 5Y | +124.0% | -33.2% | +157.2% | +129.7% |
| 10Y | +573.2% | -31.7% | +604.8% | +534.9% |
| All | +5,331.8% | +600.4% | +4,731.5% | +2,211.1% |
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