+45.0%
CG vs BMRN
-31.2%
+76.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +0.2% | +2.1% | -2.0% | -0.2% |
| 30D | +11.2% | +3.8% | +7.4% | +10.4% |
| 3M | -22.1% | -16.5% | -5.6% | -19.4% |
| 6M | -17.9% | +6.9% | -24.8% | -19.4% |
| YTD | -31.3% | -3.7% | -27.6% | -31.3% |
| 1Y | -24.0% | +5.6% | -29.5% | -25.8% |
| 3Y | +45.0% | -31.4% | +76.3% | +57.3% |
| All | +45.0% | -31.2% | +76.2% | +57.3% |
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