+3,636.1%
CHD vs BMRN
+392.1%
+3,244.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.6% |
| 30D | -8.3% | -5.8% | -2.5% | -7.9% |
| 3M | -4.0% | +16.6% | -20.7% | -5.2% |
| 6M | -6.5% | +7.6% | -14.1% | -7.3% |
| YTD | +13.1% | +10.2% | +2.9% | +11.9% |
| 1Y | +2.3% | +20.2% | -17.9% | +0.4% |
| 3Y | +1.8% | -27.4% | +29.2% | +3.1% |
| 5Y | +20.6% | -16.0% | +36.6% | +19.9% |
| 10Y | +125.6% | -30.3% | +155.9% | +122.1% |
| All | +3,636.1% | +392.1% | +3,244.0% | +3,097.0% |
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