+520.6%
CIEN vs BMRN
-18.8%
+539.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +5.4% | -1.4% | +6.8% | +5.6% |
| 30D | -13.7% | -5.8% | -7.9% | -12.6% |
| 3M | -23.0% | +16.6% | -39.7% | -26.0% |
| 6M | -0.8% | +7.6% | -8.4% | -3.3% |
| YTD | +43.1% | +10.2% | +32.8% | +38.6% |
| 1Y | +157.6% | +20.2% | +137.4% | +143.3% |
| 3Y | +593.8% | -27.4% | +621.2% | +620.1% |
| 5Y | +520.6% | -16.0% | +536.6% | +496.2% |
| All | +520.6% | -18.8% | +539.4% | +496.2% |
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