+225.0%
CP vs BMRN
-29.6%
+254.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -3.7% | -6.5% | +2.8% | -2.5% |
| 3M | +0.1% | +18.3% | -18.1% | -3.3% |
| 6M | +7.8% | +8.9% | -1.0% | +5.5% |
| YTD | +21.7% | +10.5% | +11.2% | +18.5% |
| 1Y | +18.6% | +17.5% | +1.1% | +13.5% |
| 3Y | +17.5% | -27.7% | +45.3% | +21.8% |
| 5Y | +35.4% | -15.8% | +51.1% | +32.4% |
| All | +225.0% | -29.6% | +254.6% | +209.9% |
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