+6,706.3%
CME vs BMRN
+681.5%
+6,024.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +5.5% | +1.3% | +4.2% | +5.1% |
| 3M | +11.0% | +14.3% | -3.3% | +7.9% |
| 6M | -9.7% | +5.7% | -15.4% | -11.2% |
| YTD | +4.9% | +8.7% | -3.9% | +2.4% |
| 1Y | +10.1% | +14.6% | -4.6% | +5.9% |
| 3Y | +53.5% | -28.3% | +81.9% | +58.0% |
| 5Y | +77.2% | -15.7% | +92.9% | +73.2% |
| 10Y | +282.1% | -33.7% | +315.8% | +269.8% |
| All | +6,706.3% | +681.5% | +6,024.8% | +3,993.9% |
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