+338.5%
COP vs BMRN
-29.6%
+368.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +8.6% | -6.5% | +15.1% | +10.3% |
| 3M | +19.9% | +18.3% | +1.6% | +14.9% |
| 6M | +19.0% | +8.9% | +10.1% | +15.7% |
| YTD | +50.0% | +10.5% | +39.4% | +44.8% |
| 1Y | +50.5% | +17.5% | +33.0% | +42.1% |
| 3Y | +25.2% | -27.7% | +52.9% | +30.5% |
| 5Y | +194.3% | -15.8% | +210.0% | +182.0% |
| All | +338.5% | -29.6% | +368.2% | +284.6% |
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 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