+1,493.1%
COP vs BMRN
+399.8%
+1,093.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | +2.9% | +0.1% | +2.6% |
| 30D | +17.5% | +11.0% | +6.4% | +15.9% |
| 3M | +13.4% | +17.8% | -4.5% | +10.9% |
| 6M | +17.7% | +10.1% | +7.6% | +15.8% |
| YTD | +46.6% | +11.9% | +34.6% | +43.7% |
| 1Y | +44.6% | +17.2% | +27.4% | +40.5% |
| 3Y | +20.7% | -28.5% | +49.2% | +23.3% |
| 5Y | +185.0% | -21.7% | +206.7% | +184.5% |
| 10Y | +347.0% | -30.5% | +377.5% | +343.7% |
| All | +1,493.1% | +399.8% | +1,093.4% | +1,166.9% |
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 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