+193.6%
COP vs BMRN
-18.8%
+212.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | +9.6% | -5.8% | +15.4% | +10.1% |
| 3M | +15.0% | +16.6% | -1.6% | +13.4% |
| 6M | +21.8% | +7.6% | +14.2% | +20.9% |
| YTD | +49.6% | +10.2% | +39.4% | +48.0% |
| 1Y | +49.9% | +20.2% | +29.7% | +46.3% |
| 3Y | +22.6% | -27.4% | +50.0% | +24.4% |
| 5Y | +193.6% | -16.0% | +209.6% | +201.2% |
| All | +193.6% | -18.8% | +212.4% | +201.2% |
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