+177.7%
CHRW vs BMRN
-29.8%
+207.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +4.4% | -1.4% | +5.7% | +4.5% |
| 30D | +5.5% | -5.8% | +11.3% | +6.3% |
| 3M | -17.3% | +16.6% | -33.9% | -19.1% |
| 6M | -12.7% | +7.6% | -20.2% | -13.9% |
| YTD | -4.1% | +10.2% | -14.4% | -5.8% |
| 1Y | +21.2% | +20.2% | +1.0% | +17.2% |
| 3Y | +88.9% | -27.4% | +116.3% | +93.4% |
| 5Y | +93.1% | -16.0% | +109.1% | +91.5% |
| All | +177.7% | -29.8% | +207.5% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling