+8,070.7%
COR vs BMRN
+399.8%
+7,670.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | +2.9% | -0.1% | +2.4% |
| 30D | +4.5% | +11.0% | -6.5% | +3.2% |
| 3M | +22.7% | +17.8% | +4.9% | +20.2% |
| 6M | -9.7% | +10.1% | -19.8% | -11.1% |
| YTD | -1.4% | +11.9% | -13.4% | -3.2% |
| 1Y | +13.9% | +17.2% | -3.3% | +11.0% |
| 3Y | +94.0% | -28.5% | +122.4% | +98.0% |
| 5Y | +184.0% | -21.7% | +205.7% | +183.4% |
| 10Y | +406.8% | -30.5% | +437.3% | +400.0% |
| All | +8,070.7% | +399.8% | +7,670.9% | +6,719.6% |
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