-13.7%
CLF vs BMRN
-28.8%
+15.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +0.2% | +1.3% | -1.0% | -0.1% |
| 3M | -3.1% | +14.3% | -17.4% | -5.3% |
| 6M | +25.0% | +5.7% | +19.3% | +23.4% |
| YTD | -7.5% | +8.7% | -16.2% | -9.3% |
| 1Y | +11.5% | +14.6% | -3.1% | +7.7% |
| 3Y | -13.7% | -28.3% | +14.6% | -11.0% |
| All | -13.7% | -28.8% | +15.1% | -11.0% |
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