+107.7%
COST vs BMRN
-16.0%
+123.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -4.7% | -6.5% | +1.8% | -4.1% |
| 3M | -7.1% | +18.3% | -25.4% | -8.9% |
| 6M | -8.5% | +8.9% | -17.4% | -9.5% |
| YTD | +5.4% | +10.5% | -5.1% | +3.9% |
| 1Y | -5.6% | +17.5% | -23.1% | -8.0% |
| 3Y | +68.5% | -27.7% | +96.2% | +74.4% |
| All | +107.7% | -16.0% | +123.7% | +108.3% |
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