+48.9%
CIEN vs BMRN
+8.7%
+40.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -9.2% |
| 7D | -25.0% | +2.0% | -27.1% | -25.0% |
| 30D | -30.1% | -0.7% | -29.4% | -29.9% |
| 3M | -33.8% | -5.9% | -27.9% | -33.6% |
| 6M | -49.4% | +3.0% | -52.5% | -50.8% |
| YTD | +16.4% | -3.9% | +20.3% | +16.3% |
| 1Y | +48.9% | +8.8% | +40.1% | +39.0% |
| All | +48.9% | +8.7% | +40.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling