+362.4%
CFG vs BMRN
-5.2%
+367.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | +2.9% | -1.3% | +0.8% |
| 30D | -3.8% | +11.0% | -14.9% | -6.7% |
| 3M | +11.5% | +17.8% | -6.3% | +6.3% |
| 6M | +19.2% | +10.1% | +9.1% | +15.3% |
| YTD | +23.7% | +11.9% | +11.8% | +18.9% |
| 1Y | +38.8% | +17.2% | +21.6% | +30.9% |
| 3Y | +178.9% | -28.5% | +207.4% | +194.1% |
| 5Y | +101.8% | -21.7% | +123.5% | +103.1% |
| 10Y | +317.3% | -30.5% | +347.8% | +299.2% |
| All | +362.4% | -5.2% | +367.6% | +328.6% |
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 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