+1,509.6%
CLS vs BMRN
+385.5%
+1,124.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +6.3% |
| 7D | +12.8% | -0.3% | +13.1% | +12.7% |
| 30D | +3.8% | +1.3% | +2.5% | +3.3% |
| 3M | -14.6% | +14.3% | -28.9% | -17.5% |
| 6M | +32.2% | +5.7% | +26.5% | +29.5% |
| YTD | +11.6% | +8.7% | +2.9% | +8.4% |
| 1Y | +35.1% | +14.6% | +20.4% | +29.3% |
| 3Y | +1,312.5% | -28.3% | +1,340.9% | +1,365.9% |
| 5Y | +3,542.1% | -15.7% | +3,557.8% | +3,499.6% |
| 10Y | +2,944.0% | -33.7% | +2,977.7% | +2,895.8% |
| All | +1,509.6% | +385.5% | +1,124.1% | +765.1% |
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 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