+154.0%
CNH vs BMRN
-29.6%
+183.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.7% | -1.3% | -4.4% | -5.4% |
| 30D | +26.6% | -6.5% | +33.1% | +28.8% |
| 3M | +31.1% | +18.3% | +12.8% | +24.9% |
| 6M | +24.9% | +8.9% | +16.0% | +21.2% |
| YTD | +48.7% | +10.5% | +38.2% | +43.4% |
| 1Y | +22.2% | +17.5% | +4.7% | +15.2% |
| 3Y | +7.4% | -27.7% | +35.1% | +12.9% |
| 5Y | +10.8% | -15.8% | +26.6% | +8.9% |
| All | +154.0% | -29.6% | +183.6% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling