+43.1%
COF vs BMRN
-16.0%
+59.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -1.3% | -3.9% | -4.8% |
| 30D | -6.0% | -6.5% | +0.5% | -4.5% |
| 3M | +14.8% | +18.3% | -3.4% | +9.9% |
| 6M | +15.3% | +8.9% | +6.4% | +12.4% |
| YTD | -13.0% | +10.5% | -23.6% | -15.7% |
| 1Y | -5.7% | +17.5% | -23.2% | -10.5% |
| 3Y | +118.1% | -27.7% | +145.8% | +129.4% |
| All | +43.1% | -16.0% | +59.1% | +43.1% |
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 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