+6,288.4%
CMI vs BMRN
+392.1%
+5,896.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | -12.8% | -5.8% | -7.0% | -11.8% |
| 3M | -12.4% | +16.6% | -29.1% | -15.2% |
| 6M | -0.9% | +7.6% | -8.5% | -3.0% |
| YTD | +8.9% | +10.2% | -1.4% | +5.9% |
| 1Y | +37.7% | +20.2% | +17.5% | +31.1% |
| 3Y | +148.9% | -27.4% | +176.2% | +157.0% |
| 5Y | +164.4% | -16.0% | +180.4% | +162.0% |
| 10Y | +506.9% | -30.3% | +537.3% | +490.6% |
| All | +6,288.4% | +392.1% | +5,896.3% | +3,938.5% |
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