+42.7%
CI vs BMRN
-18.1%
+60.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -1.1% | -3.8% | +2.7% | -0.7% |
| 30D | +0.5% | -6.5% | +7.0% | +1.2% |
| 3M | -5.2% | +11.2% | -16.4% | -6.4% |
| 6M | +4.3% | +5.8% | -1.5% | +3.4% |
| YTD | +2.8% | +8.4% | -5.6% | +1.5% |
| 1Y | -5.8% | +15.7% | -21.5% | -7.8% |
| 3Y | +4.7% | -28.6% | +33.3% | +7.9% |
| 5Y | +42.7% | -19.6% | +62.3% | +46.0% |
| All | +42.7% | -18.1% | +60.7% | +46.0% |
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