+35.2%
CMS vs BMRN
-28.8%
+64.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -3.2% | +1.3% | -4.4% | -3.3% |
| 3M | -2.2% | +14.3% | -16.5% | -3.0% |
| 6M | -9.4% | +5.7% | -15.2% | -9.8% |
| YTD | +0.7% | +8.7% | -8.1% | +0.1% |
| 1Y | +0.4% | +14.6% | -14.3% | -0.6% |
| 3Y | +35.2% | -28.3% | +63.5% | +36.3% |
| All | +35.2% | -28.8% | +64.0% | +36.3% |
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 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