+502.4%
CNP vs BMRN
+399.8%
+102.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | -1.8% | +11.0% | -12.9% | -2.8% |
| 3M | -4.6% | +17.8% | -22.5% | -6.1% |
| 6M | -8.8% | +10.1% | -18.9% | -9.8% |
| YTD | +5.2% | +11.9% | -6.7% | +3.9% |
| 1Y | +8.3% | +17.2% | -8.9% | +6.2% |
| 3Y | +54.9% | -28.5% | +83.4% | +57.3% |
| 5Y | +73.5% | -21.7% | +95.2% | +73.4% |
| 10Y | +139.1% | -30.5% | +169.6% | +136.1% |
| All | +502.4% | +399.8% | +102.7% | +384.1% |
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