+5,686.6%
CP vs BMRN
+329.9%
+5,356.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.1% | +2.1% | 0.0% | +1.8% |
| 30D | +9.3% | +3.8% | +5.5% | +8.7% |
| 3M | +0.5% | -16.5% | +17.0% | +3.0% |
| 6M | +10.4% | +6.9% | +3.5% | +8.8% |
| YTD | +28.7% | -3.7% | +32.4% | +28.6% |
| 1Y | +33.2% | +5.6% | +27.6% | +30.9% |
| 3Y | +38.4% | -31.4% | +69.8% | +43.2% |
| 5Y | +26.2% | -30.0% | +56.2% | +28.4% |
| 10Y | +258.4% | -37.4% | +295.8% | +257.8% |
| All | +5,686.6% | +329.9% | +5,356.7% | +4,274.7% |
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 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