-10.0%
CHRW vs BMRN
+4.1%
-14.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +7.3% | +2.1% | +5.1% | +7.3% |
| 30D | -3.6% | +3.8% | -7.4% | -3.6% |
| 3M | -9.6% | -16.5% | +6.9% | -9.4% |
| 6M | -17.0% | +6.9% | -23.9% | -17.3% |
| YTD | -15.4% | -3.7% | -11.7% | -14.8% |
| 1Y | -10.0% | +5.6% | -15.5% | -9.2% |
| All | -10.0% | +4.1% | -14.0% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling