+2,667.4%
CHRW vs BMRN
+385.5%
+2,281.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.0% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +0.9% | +1.3% | -0.3% | +0.7% |
| 3M | -19.9% | +14.3% | -34.2% | -21.4% |
| 6M | -15.8% | +5.7% | -21.5% | -16.7% |
| YTD | -5.6% | +8.7% | -14.3% | -7.1% |
| 1Y | +21.0% | +14.6% | +6.4% | +18.0% |
| 3Y | +86.0% | -28.3% | +114.4% | +90.4% |
| 5Y | +88.6% | -15.7% | +104.4% | +87.0% |
| 10Y | +169.3% | -33.7% | +203.0% | +164.4% |
| All | +2,667.4% | +385.5% | +2,281.9% | +1,618.9% |
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 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