+38.9%
CNH vs BMRN
-22.3%
+61.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | -0.6% | +3.8% | -4.4% | -1.4% |
| 3M | +14.6% | -16.5% | +31.1% | +19.5% |
| 6M | +11.8% | +6.9% | +4.9% | +9.2% |
| YTD | +30.4% | -3.7% | +34.1% | +30.4% |
| 1Y | +19.1% | +5.6% | +13.5% | +15.9% |
| 3Y | +30.2% | -31.4% | +61.6% | +38.0% |
| 5Y | -17.8% | -30.0% | +12.2% | -15.0% |
| 10Y | +103.9% | -37.4% | +141.4% | +103.4% |
| All | +38.9% | -22.3% | +61.2% | +31.2% |
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 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