+328.3%
CLF vs BMRN
+399.8%
-71.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +7.6% | +2.9% | +4.7% | +6.9% |
| 30D | -1.2% | +11.0% | -12.2% | -3.7% |
| 3M | -13.4% | +17.8% | -31.2% | -16.9% |
| 6M | +15.4% | +10.1% | +5.3% | +12.1% |
| YTD | -5.9% | +11.9% | -17.8% | -9.2% |
| 1Y | +18.8% | +17.2% | +1.6% | +12.7% |
| 3Y | -19.4% | -28.5% | +9.1% | -15.8% |
| 5Y | -47.7% | -21.7% | -26.0% | -47.1% |
| 10Y | +130.4% | -30.5% | +160.9% | +132.4% |
| All | +328.3% | +399.8% | -71.5% | +157.3% |
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