+957.3%
CGNX vs BMRN
+393.4%
+564.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +3.2% | -1.3% | +4.4% | +3.4% |
| 30D | +6.0% | -6.5% | +12.5% | +7.4% |
| 3M | +3.5% | +18.3% | -14.7% | -0.7% |
| 6M | +26.3% | +8.9% | +17.4% | +22.9% |
| YTD | +79.2% | +10.5% | +68.7% | +73.4% |
| 1Y | +43.8% | +17.5% | +26.3% | +36.7% |
| 3Y | +52.0% | -27.7% | +79.7% | +58.3% |
| 5Y | -24.0% | -15.8% | -8.3% | -24.0% |
| 10Y | +189.1% | -30.1% | +219.2% | +188.9% |
| All | +957.3% | +393.4% | +564.0% | +503.3% |
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