+513.3%
COF vs BMRN
+392.1%
+121.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -6.1% | -1.4% | -4.7% | -5.8% |
| 30D | -5.2% | -5.8% | +0.6% | -3.9% |
| 3M | +17.0% | +16.6% | +0.4% | +12.8% |
| 6M | +12.9% | +7.6% | +5.3% | +10.5% |
| YTD | -13.5% | +10.2% | -23.8% | -15.9% |
| 1Y | -5.9% | +20.2% | -26.1% | -10.8% |
| 3Y | +117.1% | -27.4% | +144.5% | +126.1% |
| 5Y | +45.4% | -16.0% | +61.4% | +44.7% |
| 10Y | +244.1% | -30.3% | +274.4% | +239.9% |
| All | +513.3% | +392.1% | +121.2% | +265.7% |
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