+322.1%
CORZ vs BMRN
-38.7%
+360.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +23.5% | +2.1% | +21.3% | +22.9% |
| 30D | +7.5% | +3.8% | +3.7% | +6.3% |
| 3M | -26.6% | -16.5% | -10.1% | -23.2% |
| 6M | -39.5% | +6.9% | -46.4% | -41.9% |
| YTD | -0.3% | -3.7% | +3.4% | -1.1% |
| 1Y | -4.2% | +5.6% | -9.8% | -8.9% |
| All | +322.1% | -38.7% | +360.8% | +361.7% |
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 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