+205.9%
CIEN vs BMRN
+385.5%
-179.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +7.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | +1.3% | -18.5% | -17.8% |
| 3M | -26.9% | +14.3% | -41.2% | -30.1% |
| 6M | +16.0% | +5.7% | +10.3% | +12.6% |
| YTD | +45.9% | +8.7% | +37.2% | +40.4% |
| 1Y | +186.8% | +14.6% | +172.2% | +170.7% |
| 3Y | +607.8% | -28.3% | +636.1% | +644.8% |
| 5Y | +506.7% | -15.7% | +522.5% | +494.9% |
| 10Y | +1,438.7% | -33.7% | +1,472.4% | +1,394.8% |
| All | +205.9% | +385.5% | -179.6% | +20.8% |
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