+43.0%
CG vs BMRN
-27.2%
+70.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -9.9% | -1.3% | -8.6% | -9.6% |
| 30D | -11.7% | -6.5% | -5.2% | -10.6% |
| 3M | -4.3% | +18.3% | -22.5% | -7.5% |
| 6M | -8.8% | +8.9% | -17.6% | -10.6% |
| YTD | -26.9% | +10.5% | -37.4% | -28.6% |
| 1Y | -35.4% | +17.5% | -52.9% | -38.0% |
| 3Y | +43.0% | -27.7% | +70.8% | +44.8% |
| All | +43.0% | -27.2% | +70.2% | +44.8% |
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