+415.5%
CNQ vs BMRN
-29.6%
+445.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +6.2% | -6.5% | +12.7% | +7.8% |
| 3M | +12.4% | +18.3% | -5.9% | +7.4% |
| 6M | +9.0% | +8.9% | +0.1% | +5.7% |
| YTD | +52.2% | +10.5% | +41.7% | +46.6% |
| 1Y | +65.0% | +17.5% | +47.6% | +55.3% |
| 3Y | +78.8% | -27.7% | +106.6% | +86.7% |
| 5Y | +286.0% | -15.8% | +301.8% | +269.0% |
| All | +415.5% | -29.6% | +445.1% | +374.3% |
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