+117.7%
CMS vs BMRN
-29.8%
+147.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | -2.8% | -5.8% | +3.0% | -2.3% |
| 3M | -7.1% | +16.6% | -23.8% | -8.4% |
| 6M | -10.0% | +7.6% | -17.6% | -10.8% |
| YTD | -0.9% | +10.2% | -11.2% | -2.0% |
| 1Y | -2.0% | +20.2% | -22.2% | -4.0% |
| 3Y | +33.0% | -27.4% | +60.4% | +35.1% |
| 5Y | +24.3% | -16.0% | +40.3% | +23.6% |
| All | +117.7% | -29.8% | +147.6% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling