+10.0%
CNH vs BMRN
-28.6%
+38.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | -3.8% | +5.7% | +2.5% |
| 30D | +32.6% | -6.5% | +39.1% | +34.0% |
| 3M | +29.4% | +11.2% | +18.2% | +26.9% |
| 6M | +26.0% | +5.8% | +20.2% | +24.6% |
| YTD | +52.2% | +8.4% | +43.8% | +49.7% |
| 1Y | +23.9% | +15.7% | +8.2% | +20.1% |
| All | +10.0% | -28.6% | +38.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling