-24.5%
CGNX vs BMRN
-16.0%
-8.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +3.2% | -1.3% | +4.4% | +3.5% |
| 30D | +6.0% | -6.5% | +12.5% | +7.9% |
| 3M | +3.5% | +18.3% | -14.7% | -2.5% |
| 6M | +26.3% | +8.9% | +17.4% | +21.6% |
| YTD | +79.2% | +10.5% | +68.7% | +71.0% |
| 1Y | +43.8% | +17.5% | +26.3% | +33.5% |
| 3Y | +52.0% | -27.7% | +79.7% | +61.8% |
| All | -24.5% | -16.0% | -8.5% | -26.3% |
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 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