+97.0%
CFG vs BMRN
-18.1%
+115.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | -3.8% | +3.2% | +0.3% |
| 30D | -4.5% | -6.5% | +1.9% | -3.1% |
| 3M | +6.3% | +11.2% | -4.9% | +3.3% |
| 6M | +20.6% | +5.8% | +14.8% | +18.3% |
| YTD | +21.2% | +8.4% | +12.9% | +18.0% |
| 1Y | +38.2% | +15.7% | +22.5% | +31.6% |
| 3Y | +185.9% | -28.6% | +214.5% | +200.9% |
| 5Y | +97.0% | -19.6% | +116.6% | +100.6% |
| All | +97.0% | -18.1% | +115.1% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling