+65.4%
CNP vs BMRN
-31.8%
+97.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +2.5% | +1.0% | +1.4% | +2.4% |
| 30D | +4.0% | +4.3% | -0.2% | +3.9% |
| 3M | +1.6% | -19.3% | +20.9% | +2.5% |
| 6M | -1.7% | +7.2% | -8.9% | -2.1% |
| YTD | +8.6% | -4.6% | +13.2% | +8.6% |
| 1Y | +5.8% | +2.5% | +3.3% | +5.5% |
| All | +65.4% | -31.8% | +97.2% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling