-3.4%
CMS vs BMRN
+20.6%
-24.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.9% |
| 30D | -4.1% | -6.5% | +2.4% | -4.2% |
| 3M | -7.1% | +18.3% | -25.3% | -7.0% |
| 6M | -10.1% | +8.9% | -18.9% | -10.3% |
| YTD | -1.7% | +10.5% | -12.2% | -1.8% |
| 1Y | -3.4% | +17.5% | -20.9% | -2.9% |
| All | -3.4% | +20.6% | -24.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling