+10.2%
CNH vs BMRN
-18.8%
+28.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | +27.0% | -5.8% | +32.8% | +28.6% |
| 3M | +32.6% | +16.6% | +16.0% | +27.9% |
| 6M | +23.6% | +7.6% | +16.0% | +21.1% |
| YTD | +47.8% | +10.2% | +37.6% | +43.8% |
| 1Y | +21.3% | +20.2% | +1.1% | +15.1% |
| 3Y | +7.0% | -27.4% | +34.3% | +11.8% |
| 5Y | +10.2% | -16.0% | +26.2% | +10.2% |
| All | +10.2% | -18.8% | +28.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling