+305.2%
CMS vs BMRN
+399.8%
-94.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | +0.1% |
| 30D | -3.6% | +11.0% | -14.7% | -4.5% |
| 3M | -1.9% | +17.8% | -19.7% | -3.3% |
| 6M | -11.0% | +10.1% | -21.1% | -11.9% |
| YTD | +0.2% | +11.9% | -11.7% | -1.0% |
| 1Y | -1.3% | +17.2% | -18.5% | -3.1% |
| 3Y | +35.9% | -28.5% | +64.4% | +37.9% |
| 5Y | +23.1% | -21.7% | +44.8% | +23.0% |
| 10Y | +117.9% | -30.5% | +148.4% | +114.0% |
| All | +305.2% | +399.8% | -94.6% | +204.4% |
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 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