+58.6%
CNH vs BMRN
-12.3%
+70.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.9% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +24.7% | +1.3% | +23.4% | +24.1% |
| 3M | +27.3% | +14.3% | +13.1% | +23.1% |
| 6M | +23.2% | +5.7% | +17.4% | +20.8% |
| YTD | +48.9% | +8.7% | +40.2% | +44.8% |
| 1Y | +19.4% | +14.6% | +4.8% | +14.1% |
| 3Y | +7.8% | -28.3% | +36.1% | +12.6% |
| 5Y | +8.7% | -15.7% | +24.5% | +7.5% |
| 10Y | +149.5% | -33.7% | +183.2% | +144.1% |
| All | +58.6% | -12.3% | +70.9% | +45.7% |
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