+3,487.8%
CNI vs BMRN
+393.4%
+3,094.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -2.7% | -6.5% | +3.8% | -1.9% |
| 3M | +3.9% | +18.3% | -14.3% | +1.6% |
| 6M | +16.4% | +8.9% | +7.5% | +14.6% |
| YTD | +25.8% | +10.5% | +15.3% | +23.6% |
| 1Y | +32.4% | +17.5% | +14.9% | +28.6% |
| 3Y | +19.1% | -27.7% | +46.8% | +21.6% |
| 5Y | +13.6% | -15.8% | +29.3% | +12.7% |
| 10Y | +136.8% | -30.1% | +166.9% | +132.7% |
| All | +3,487.8% | +393.4% | +3,094.5% | +2,544.6% |
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