+11.8%
CLF vs BMRN
+14.5%
-2.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | -3.8% | +1.2% | -2.5% |
| 30D | -3.2% | -6.5% | +3.3% | -3.0% |
| 3M | -5.0% | +11.2% | -16.2% | -5.1% |
| 6M | +26.6% | +5.8% | +20.8% | +25.6% |
| YTD | -9.0% | +8.4% | -17.3% | -9.9% |
| 1Y | +11.8% | +15.7% | -3.8% | +10.6% |
| All | +11.8% | +14.5% | -2.7% | +10.6% |
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