+1,125.8%
CI vs BMRN
+325.9%
+799.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.3% |
| 7D | -1.7% | +1.0% | -2.8% | -1.9% |
| 30D | +4.9% | +4.3% | +0.6% | +4.2% |
| 3M | +7.4% | -19.3% | +26.7% | +10.8% |
| 6M | +0.4% | +7.2% | -6.8% | -1.0% |
| YTD | +9.5% | -4.6% | +14.1% | +9.7% |
| 1Y | +12.0% | +2.5% | +9.5% | +10.6% |
| 3Y | +7.1% | -32.5% | +39.6% | +11.1% |
| 5Y | +49.3% | -30.6% | +80.0% | +51.9% |
| 10Y | +146.6% | -38.0% | +184.6% | +147.3% |
| All | +1,125.8% | +325.9% | +799.8% | +828.1% |
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