+3,423.8%
COST vs BMRN
+392.1%
+3,031.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -4.4% | -5.8% | +1.4% | -3.8% |
| 3M | -8.1% | +16.6% | -24.7% | -9.8% |
| 6M | -9.2% | +7.6% | -16.8% | -10.3% |
| YTD | +5.1% | +10.2% | -5.1% | +3.4% |
| 1Y | -5.1% | +20.2% | -25.3% | -7.8% |
| 3Y | +70.4% | -27.4% | +97.7% | +73.5% |
| 5Y | +104.7% | -16.0% | +120.7% | +103.2% |
| 10Y | +608.8% | -30.3% | +639.2% | +594.9% |
| All | +3,423.8% | +392.1% | +3,031.7% | +2,242.3% |
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 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