-29.6%
CLS vs BMRN
+8.7%
-38.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -9.0% |
| 7D | -21.1% | +2.0% | -23.2% | -21.1% |
| 30D | -38.2% | -0.7% | -37.5% | -38.1% |
| 3M | -36.3% | -5.9% | -30.4% | -36.4% |
| 6M | -43.8% | +3.0% | -46.8% | -45.4% |
| YTD | -20.0% | -3.9% | -16.2% | -20.8% |
| 1Y | -29.6% | +8.8% | -38.4% | -35.7% |
| All | -29.6% | +8.7% | -38.3% | -35.7% |
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