-21.5%
CG vs BMRN
-30.6%
+9.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +0.2% | +2.1% | -2.0% | -0.4% |
| 30D | +11.2% | +3.8% | +7.4% | +10.1% |
| 3M | -22.1% | -16.5% | -5.6% | -18.0% |
| 6M | -17.9% | +6.9% | -24.8% | -20.2% |
| YTD | -31.3% | -3.7% | -27.6% | -31.3% |
| 1Y | -24.0% | +5.6% | -29.5% | -26.7% |
| 3Y | +45.0% | -31.4% | +76.3% | +55.6% |
| All | -21.5% | -30.6% | +9.1% | -21.4% |
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