-4.4%
CLX vs BMRN
-29.6%
+25.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | -17.0% | -6.5% | -10.5% | -16.6% |
| 3M | -9.7% | +18.3% | -27.9% | -11.0% |
| 6M | -19.8% | +8.9% | -28.7% | -20.5% |
| YTD | -9.8% | +10.5% | -20.4% | -10.8% |
| 1Y | -26.2% | +17.5% | -43.6% | -27.5% |
| 3Y | -36.2% | -27.7% | -8.5% | -35.4% |
| 5Y | -38.3% | -15.8% | -22.6% | -38.7% |
| All | -4.4% | -29.6% | +25.2% | -7.0% |
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