+272.1%
CNQ vs BMRN
-16.0%
+288.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.8% |
| 3M | +12.4% | +18.3% | -5.9% | +10.4% |
| 6M | +9.0% | +8.9% | +0.1% | +7.9% |
| YTD | +52.2% | +10.5% | +41.7% | +50.3% |
| 1Y | +65.0% | +17.5% | +47.6% | +61.2% |
| 3Y | +78.8% | -27.7% | +106.6% | +82.6% |
| All | +272.1% | -16.0% | +288.1% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling