+1,062.4%
CI vs BMRN
+399.8%
+662.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | +4.4% | +11.0% | -6.6% | +2.7% |
| 3M | +0.7% | +17.8% | -17.2% | -1.9% |
| 6M | +0.3% | +10.1% | -9.7% | -1.5% |
| YTD | +3.8% | +11.9% | -8.1% | +1.6% |
| 1Y | -5.5% | +17.2% | -22.7% | -8.6% |
| 3Y | +8.1% | -28.5% | +36.6% | +10.9% |
| 5Y | +42.8% | -21.7% | +64.5% | +42.5% |
| 10Y | +143.9% | -30.5% | +174.4% | +140.1% |
| All | +1,062.4% | +399.8% | +662.7% | +759.7% |
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