+316.5%
CHTR vs BMRN
+244.4%
+72.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | -3.0% | -6.5% | +3.5% | -1.7% |
| 3M | +4.8% | +18.3% | -13.5% | +1.6% |
| 6M | -35.0% | +8.9% | -43.9% | -36.2% |
| YTD | -30.2% | +10.5% | -40.7% | -31.7% |
| 1Y | -44.8% | +17.5% | -62.2% | -46.8% |
| 3Y | -66.6% | -27.7% | -38.8% | -65.4% |
| 5Y | -81.5% | -15.8% | -65.7% | -81.5% |
| 10Y | -44.8% | -30.1% | -14.7% | -46.2% |
| All | +316.5% | +244.4% | +72.1% | +205.1% |
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