+93.0%
CHRW vs BMRN
-18.1%
+111.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +4.1% | -3.8% | +7.9% | +4.5% |
| 30D | +1.9% | -6.5% | +8.4% | +2.7% |
| 3M | -21.2% | +11.2% | -32.4% | -22.3% |
| 6M | -16.7% | +5.8% | -22.5% | -17.5% |
| YTD | -5.4% | +8.4% | -13.7% | -6.6% |
| 1Y | +21.2% | +15.7% | +5.5% | +18.1% |
| 3Y | +86.5% | -28.6% | +115.0% | +90.7% |
| 5Y | +93.0% | -19.6% | +112.6% | +94.6% |
| All | +93.0% | -18.1% | +111.1% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling