+28.0%
CNH vs BMRN
+12.9%
+15.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +23.3% | +2.9% | +20.4% | +22.9% |
| 30D | +33.5% | +11.0% | +22.4% | +31.5% |
| 3M | +32.7% | +17.8% | +14.9% | +29.9% |
| 6M | +22.2% | +10.1% | +12.1% | +21.3% |
| YTD | +57.7% | +11.9% | +45.7% | +56.2% |
| 1Y | +28.0% | +17.2% | +10.8% | +27.4% |
| All | +28.0% | +12.9% | +15.0% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling