+23.6%
CMS vs BMRN
-18.1%
+41.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.2% | -3.8% | +4.0% | +0.4% |
| 30D | -1.3% | -6.5% | +5.2% | -0.9% |
| 3M | -5.4% | +11.2% | -16.6% | -6.1% |
| 6M | -10.3% | +5.8% | -16.1% | -10.8% |
| YTD | -0.2% | +8.4% | -8.6% | -1.0% |
| 1Y | -0.9% | +15.7% | -16.5% | -2.2% |
| 3Y | +34.0% | -28.6% | +62.5% | +36.2% |
| 5Y | +23.6% | -19.6% | +43.1% | +23.0% |
| All | +23.6% | -18.1% | +41.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling