+3,154.0%
CLS vs BMRN
-29.6%
+3,183.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +10.9% | -1.3% | +12.2% | +11.2% |
| 30D | +2.1% | -6.5% | +8.6% | +3.5% |
| 3M | -10.2% | +18.3% | -28.4% | -14.2% |
| 6M | +30.4% | +8.9% | +21.5% | +26.5% |
| YTD | +17.2% | +10.5% | +6.7% | +13.0% |
| 1Y | +41.0% | +17.5% | +23.5% | +33.5% |
| 3Y | +1,338.0% | -27.7% | +1,365.7% | +1,394.6% |
| 5Y | +3,860.6% | -15.8% | +3,876.3% | +3,782.5% |
| All | +3,154.0% | -29.6% | +3,183.6% | +2,952.1% |
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