+20.2%
CLF vs BMRN
+8.7%
+11.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -9.2% |
| 7D | -7.9% | +2.0% | -9.9% | -7.9% |
| 30D | +5.2% | -0.7% | +6.0% | +5.5% |
| 3M | +4.3% | -5.9% | +10.2% | +4.9% |
| 6M | +25.3% | +3.0% | +22.3% | +25.2% |
| YTD | -3.3% | -3.9% | +0.6% | -3.7% |
| 1Y | +20.2% | +8.8% | +11.4% | +17.8% |
| All | +20.2% | +8.7% | +11.5% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling