+242.7%
CLX vs BMRN
+385.5%
-142.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | -11.9% | +1.3% | -13.2% | -12.0% |
| 3M | -2.6% | +14.3% | -16.9% | -3.6% |
| 6M | -18.2% | +5.7% | -23.9% | -18.6% |
| YTD | -5.9% | +8.7% | -14.7% | -6.7% |
| 1Y | -23.8% | +14.6% | -38.5% | -24.9% |
| 3Y | -33.6% | -28.3% | -5.2% | -32.7% |
| 5Y | -35.7% | -15.7% | -19.9% | -36.0% |
| 10Y | -2.5% | -33.7% | +31.2% | -3.7% |
| All | +242.7% | +385.5% | -142.8% | +151.5% |
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