+4,369.3%
CNC vs BMRN
+417.3%
+3,952.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.9% | -3.8% | -1.0% | -4.2% |
| 30D | -3.8% | -6.5% | +2.7% | -2.6% |
| 3M | -3.2% | +11.2% | -14.5% | -5.3% |
| 6M | +47.9% | +5.8% | +42.1% | +45.7% |
| YTD | +55.7% | +8.4% | +47.3% | +52.6% |
| 1Y | +106.2% | +15.7% | +90.6% | +98.8% |
| 3Y | -2.1% | -28.6% | +26.5% | +1.3% |
| 5Y | +3.4% | -19.6% | +23.0% | +3.2% |
| 10Y | +91.7% | -31.5% | +123.2% | +88.2% |
| All | +4,369.3% | +417.3% | +3,952.0% | +2,950.8% |
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