+124.6%
CLF vs BMRN
-29.6%
+154.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -1.6% | -6.5% | +4.9% | +0.8% |
| 3M | -12.0% | +18.3% | -30.3% | -17.7% |
| 6M | +30.0% | +8.9% | +21.1% | +24.6% |
| YTD | -9.2% | +10.5% | -19.7% | -13.9% |
| 1Y | +2.3% | +17.5% | -15.2% | -6.4% |
| 3Y | -14.4% | -27.7% | +13.3% | -8.6% |
| 5Y | -48.3% | -15.8% | -32.6% | -49.7% |
| All | +124.6% | -29.6% | +154.2% | +110.4% |
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