+340.4%
CG vs BMRN
+79.5%
+260.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.4% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | -3.2% | +1.3% | -4.4% | -3.7% |
| 3M | +6.2% | +14.3% | -8.1% | +2.2% |
| 6M | -4.7% | +5.7% | -10.4% | -6.7% |
| YTD | -20.6% | +8.7% | -29.4% | -23.1% |
| 1Y | -26.4% | +14.6% | -41.0% | -30.2% |
| 3Y | +55.4% | -28.3% | +83.7% | +63.4% |
| 5Y | +9.8% | -15.7% | +25.6% | +9.4% |
| 10Y | +341.4% | -33.7% | +375.0% | +337.8% |
| All | +340.4% | +79.5% | +260.9% | +275.3% |
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 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