+319.9%
CMS vs BMRN
+329.9%
-10.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.6% |
| 7D | +1.7% | +2.1% | -0.4% | +1.6% |
| 30D | +6.2% | +3.8% | +2.4% | +5.8% |
| 3M | +0.6% | -16.5% | +17.1% | +2.0% |
| 6M | -1.8% | +6.9% | -8.6% | -2.5% |
| YTD | +3.8% | -3.7% | +7.5% | +3.8% |
| 1Y | -1.8% | +5.6% | -7.3% | -2.7% |
| 3Y | +39.8% | -31.4% | +71.2% | +42.5% |
| 5Y | +37.1% | -30.0% | +67.1% | +38.3% |
| 10Y | +138.6% | -37.4% | +176.0% | +136.5% |
| All | +319.9% | +329.9% | -10.0% | +219.3% |
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 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