+34.9%
CP vs BMRN
-18.1%
+53.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.6% | -3.8% | +4.4% | +1.1% |
| 30D | -0.5% | -6.5% | +6.0% | +0.3% |
| 3M | +0.1% | +11.2% | -11.2% | -1.4% |
| 6M | +7.8% | +5.8% | +2.0% | +6.7% |
| YTD | +22.9% | +8.4% | +14.5% | +21.1% |
| 1Y | +21.3% | +15.7% | +5.7% | +18.1% |
| 3Y | +20.4% | -28.6% | +48.9% | +23.4% |
| 5Y | +34.9% | -19.6% | +54.5% | +34.4% |
| All | +34.9% | -18.1% | +53.0% | +34.4% |
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