+164.7%
COPX vs BMRN
-16.0%
+180.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -1.3% | -1.1% | -2.2% |
| 30D | +0.3% | -6.5% | +6.8% | +1.4% |
| 3M | +6.8% | +18.3% | -11.4% | +3.2% |
| 6M | +7.9% | +8.9% | -0.9% | +5.7% |
| YTD | +23.7% | +10.5% | +13.2% | +20.6% |
| 1Y | +71.5% | +17.5% | +54.1% | +64.4% |
| 3Y | +149.1% | -27.7% | +176.8% | +157.4% |
| All | +164.7% | -16.0% | +180.7% | +163.7% |
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