+129.9%
CHRW vs BMRN
-37.6%
+167.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +7.3% | +2.1% | +5.1% | +7.0% |
| 30D | -3.6% | +3.8% | -7.4% | -4.1% |
| 3M | -9.6% | -16.5% | +6.9% | -7.5% |
| 6M | -17.0% | +6.9% | -23.9% | -18.2% |
| YTD | -15.4% | -3.7% | -11.7% | -15.5% |
| 1Y | -10.0% | +5.6% | -15.5% | -11.5% |
| 3Y | +82.2% | -31.4% | +113.5% | +88.0% |
| 5Y | +59.4% | -30.0% | +89.3% | +62.0% |
| All | +129.9% | -37.6% | +167.6% | +121.9% |
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