+28.1%
CL vs BMRN
-16.8%
+44.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -5.2% | +1.3% | -6.5% | -5.4% |
| 3M | +3.3% | +14.3% | -11.0% | +2.0% |
| 6M | -4.4% | +5.7% | -10.1% | -5.0% |
| YTD | +13.9% | +8.7% | +5.2% | +12.8% |
| 1Y | +7.6% | +14.6% | -7.0% | +5.9% |
| 3Y | +29.6% | -28.3% | +57.9% | +31.3% |
| 5Y | +28.1% | -15.7% | +43.8% | +26.5% |
| All | +28.1% | -16.8% | +44.9% | +26.5% |
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