-7.1%
CMG vs BMRN
-27.2%
+20.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | +10.9% | -6.5% | +17.4% | +11.4% |
| 3M | +15.8% | +18.3% | -2.4% | +14.2% |
| 6M | +6.9% | +8.9% | -1.9% | +6.2% |
| YTD | -2.2% | +10.5% | -12.7% | -3.0% |
| 1Y | -7.1% | +17.5% | -24.6% | -8.6% |
| 3Y | -7.1% | -27.7% | +20.6% | -10.9% |
| All | -7.1% | -27.2% | +20.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling