+395.2%
COR vs BMRN
-29.6%
+424.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.8% | -1.3% | -1.6% | -2.6% |
| 30D | +2.6% | -6.5% | +9.0% | +3.9% |
| 3M | +14.5% | +18.3% | -3.8% | +10.5% |
| 6M | -7.8% | +8.9% | -16.7% | -9.9% |
| YTD | -4.2% | +10.5% | -14.7% | -6.8% |
| 1Y | +7.0% | +17.5% | -10.5% | +2.2% |
| 3Y | +85.5% | -27.7% | +113.2% | +92.7% |
| 5Y | +181.2% | -15.8% | +197.0% | +172.1% |
| All | +395.2% | -29.6% | +424.8% | +341.8% |
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