+565.2%
COPX vs BMRN
-29.6%
+594.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -2.3% | -1.3% | -1.1% | -2.1% |
| 30D | +0.3% | -6.5% | +6.8% | +1.9% |
| 3M | +6.8% | +18.3% | -11.4% | +1.7% |
| 6M | +7.9% | +8.9% | -0.9% | +4.6% |
| YTD | +23.7% | +10.5% | +13.2% | +19.3% |
| 1Y | +71.5% | +17.5% | +54.1% | +61.4% |
| 3Y | +149.1% | -27.7% | +176.8% | +161.1% |
| 5Y | +167.3% | -15.8% | +183.1% | +160.4% |
| All | +565.2% | -29.6% | +594.9% | +528.8% |
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