+65.1%
CLBK vs BMRN
-20.3%
+85.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +4.5% | -5.8% | +10.3% | +5.6% |
| 3M | +22.8% | +16.6% | +6.2% | +19.1% |
| 6M | +43.4% | +7.6% | +35.8% | +40.8% |
| YTD | +64.1% | +10.2% | +53.9% | +60.2% |
| 1Y | +67.6% | +20.2% | +47.4% | +60.1% |
| 3Y | +53.3% | -27.4% | +80.6% | +58.7% |
| 5Y | +44.8% | -16.0% | +60.8% | +43.2% |
| All | +65.1% | -20.3% | +85.3% | +60.9% |
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