+79.1%
CME vs BMRN
-20.1%
+99.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | -3.8% | +3.2% | -0.4% |
| 30D | +4.7% | -6.5% | +11.2% | +5.1% |
| 3M | +7.8% | +11.2% | -3.4% | +6.8% |
| 6M | -11.0% | +5.8% | -16.8% | -11.5% |
| YTD | +4.0% | +8.4% | -4.4% | +3.1% |
| 1Y | +9.1% | +15.7% | -6.5% | +7.4% |
| 3Y | +52.3% | -28.6% | +80.9% | +55.6% |
| All | +79.1% | -20.1% | +99.2% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling