+132.5%
CNP vs BMRN
-29.6%
+162.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -2.9% | -6.5% | +3.6% | -2.1% |
| 3M | -7.5% | +18.3% | -25.8% | -9.8% |
| 6M | -7.9% | +8.9% | -16.8% | -9.4% |
| YTD | +3.7% | +10.5% | -6.8% | +1.8% |
| 1Y | +4.6% | +17.5% | -12.9% | +1.3% |
| 3Y | +49.1% | -27.7% | +76.8% | +53.5% |
| 5Y | +69.2% | -15.8% | +85.0% | +66.6% |
| All | +132.5% | -29.6% | +162.1% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling