+242.9%
CMCSA vs BMRN
+383.8%
-140.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -8.3% | -3.8% | -4.5% | -7.8% |
| 30D | -2.4% | -6.5% | +4.1% | -1.5% |
| 3M | +4.5% | +11.2% | -6.7% | +2.8% |
| 6M | -18.8% | +5.8% | -24.6% | -19.7% |
| YTD | -8.9% | +8.4% | -17.3% | -10.4% |
| 1Y | -18.3% | +15.7% | -34.0% | -20.7% |
| 3Y | -35.0% | -28.6% | -6.4% | -33.1% |
| 5Y | -48.2% | -19.6% | -28.6% | -48.2% |
| 10Y | +4.6% | -31.5% | +36.1% | +2.9% |
| All | +242.9% | +383.8% | -140.9% | +152.1% |
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