+180.7%
COR vs BMRN
-18.8%
+199.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -3.7% | -5.8% | +2.1% | -3.2% |
| 3M | +14.3% | +16.6% | -2.3% | +12.9% |
| 6M | -8.5% | +7.6% | -16.1% | -9.1% |
| YTD | -4.4% | +10.2% | -14.6% | -5.3% |
| 1Y | +9.1% | +20.2% | -11.1% | +7.0% |
| 3Y | +85.2% | -27.4% | +112.6% | +89.3% |
| 5Y | +180.7% | -16.0% | +196.7% | +177.4% |
| All | +180.7% | -18.8% | +199.4% | +177.4% |
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