+4,005.7%
CMG vs BMRN
+481.3%
+3,524.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | +12.9% | -5.8% | +18.7% | +14.4% |
| 3M | +18.8% | +16.6% | +2.1% | +14.0% |
| 6M | +4.1% | +7.6% | -3.5% | +1.3% |
| YTD | -2.4% | +10.2% | -12.6% | -5.7% |
| 1Y | -6.7% | +20.2% | -26.9% | -12.3% |
| 3Y | -7.1% | -27.4% | +20.2% | -3.8% |
| 5Y | -5.0% | -16.0% | +11.0% | -6.6% |
| 10Y | +323.5% | -30.3% | +353.8% | +301.6% |
| All | +4,005.7% | +481.3% | +3,524.4% | +1,468.3% |
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