+1,914.6%
CLS vs BMRN
-37.6%
+1,952.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.6% |
| 7D | +16.3% | +2.1% | +14.1% | +15.7% |
| 30D | -25.7% | +3.8% | -29.5% | -26.4% |
| 3M | -30.9% | -16.5% | -14.4% | -28.3% |
| 6M | -35.5% | +6.9% | -42.4% | -37.5% |
| YTD | -18.7% | -3.7% | -15.0% | -19.4% |
| 1Y | -17.9% | +5.6% | -23.5% | -20.7% |
| 3Y | +838.1% | -31.4% | +869.5% | +884.4% |
| 5Y | +1,971.9% | -30.0% | +2,001.9% | +2,014.5% |
| All | +1,914.6% | -37.6% | +1,952.2% | +1,805.7% |
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 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