+5,507.0%
CF vs BMRN
+629.1%
+4,877.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | +10.4% | +2.1% | +8.3% | +9.7% |
| 30D | +7.6% | +5.3% | +2.3% | +5.9% |
| 3M | +5.2% | -16.1% | +21.3% | +10.0% |
| 6M | -0.1% | +10.9% | -11.0% | -3.9% |
| YTD | +61.7% | -1.9% | +63.5% | +59.6% |
| 1Y | +50.3% | +6.2% | +44.1% | +44.2% |
| 3Y | +66.0% | -30.5% | +96.5% | +74.9% |
| 5Y | +114.5% | -28.4% | +142.9% | +115.5% |
| 10Y | +471.5% | -36.2% | +507.7% | +451.0% |
| All | +5,507.0% | +629.1% | +4,877.9% | +2,259.0% |
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