+78.8%
CNQ vs BMRN
-27.2%
+106.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +6.2% | -6.5% | +12.7% | +6.5% |
| 3M | +12.4% | +18.3% | -5.9% | +11.5% |
| 6M | +9.0% | +8.9% | +0.1% | +8.8% |
| YTD | +52.2% | +10.5% | +41.7% | +51.6% |
| 1Y | +65.0% | +17.5% | +47.6% | +63.1% |
| 3Y | +78.8% | -27.7% | +106.6% | +83.6% |
| All | +78.8% | -27.2% | +106.0% | +83.6% |
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 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