+54.2%
CLBK vs BMRN
-27.4%
+81.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.2% |
| 30D | +4.5% | -5.8% | +10.3% | +5.2% |
| 3M | +22.8% | +16.6% | +6.2% | +20.4% |
| 6M | +43.4% | +7.6% | +35.8% | +41.9% |
| YTD | +64.1% | +10.2% | +53.9% | +61.7% |
| 1Y | +67.6% | +20.2% | +47.4% | +62.9% |
| All | +54.2% | -27.4% | +81.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling