+192.1%
CFG vs BMRN
-31.2%
+223.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +3.2% | +2.1% | +1.1% | +2.8% |
| 30D | +5.1% | +3.8% | +1.3% | +4.3% |
| 3M | -11.2% | -16.5% | +5.2% | -8.1% |
| 6M | +9.6% | +6.9% | +2.7% | +7.4% |
| YTD | +15.0% | -3.7% | +18.7% | +15.0% |
| 1Y | +29.9% | +5.6% | +24.3% | +26.8% |
| 3Y | +192.1% | -31.4% | +223.5% | +204.6% |
| All | +192.1% | -31.2% | +223.3% | +204.6% |
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