-60.8%
CLSK vs BMRN
-28.3%
-32.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | +7.7% | -1.3% | +9.0% | +8.1% |
| 30D | +12.2% | -6.5% | +18.7% | +14.4% |
| 3M | -15.5% | +18.3% | -33.7% | -20.7% |
| 6M | +39.3% | +8.9% | +30.5% | +33.7% |
| YTD | +35.1% | +10.5% | +24.6% | +28.5% |
| 1Y | +34.0% | +17.5% | +16.5% | +24.5% |
| 3Y | +226.3% | -27.7% | +254.0% | +249.4% |
| 5Y | +6.4% | -15.8% | +22.2% | +12.6% |
| All | -60.8% | -28.3% | -32.5% | -59.3% |
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 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