+57.3%
CL vs BMRN
-33.1%
+90.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.3% | -3.8% | +1.5% | -1.9% |
| 30D | -5.5% | -6.5% | +1.0% | -4.9% |
| 3M | +0.8% | +11.2% | -10.4% | -0.4% |
| 6M | -4.2% | +5.8% | -10.0% | -5.0% |
| YTD | +13.4% | +8.4% | +5.0% | +12.1% |
| 1Y | +7.1% | +15.7% | -8.6% | +4.8% |
| 3Y | +29.0% | -28.6% | +57.6% | +31.6% |
| 5Y | +28.3% | -19.6% | +47.9% | +27.6% |
| 10Y | +57.3% | -31.5% | +88.8% | +55.3% |
| All | +57.3% | -33.1% | +90.4% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling