+52.0%
CI vs BMRN
-28.4%
+80.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -1.3% | +2.1% | -3.4% | -1.5% |
| 30D | +6.4% | +5.3% | +1.1% | +5.8% |
| 3M | +10.7% | -16.1% | +26.8% | +12.6% |
| 6M | +5.5% | +10.9% | -5.5% | +4.1% |
| YTD | +11.4% | -1.9% | +13.2% | +11.2% |
| 1Y | +15.0% | +6.2% | +8.8% | +13.7% |
| 3Y | +9.0% | -30.5% | +39.5% | +11.7% |
| 5Y | +52.0% | -28.4% | +80.3% | +55.4% |
| All | +52.0% | -28.4% | +80.4% | +55.4% |
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