+34.1%
COP vs BMRN
-31.2%
+65.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +4.4% | +2.1% | +2.3% | +4.3% |
| 30D | 0.0% | +3.8% | -3.8% | -0.3% |
| 3M | +15.0% | -16.5% | +31.5% | +16.4% |
| 6M | +22.0% | +6.9% | +15.1% | +21.3% |
| YTD | +55.3% | -3.7% | +59.0% | +55.7% |
| 1Y | +64.1% | +5.6% | +58.6% | +62.2% |
| 3Y | +34.1% | -31.4% | +65.4% | +34.9% |
| All | +34.1% | -31.2% | +65.3% | +34.9% |
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