+5,663.2%
CP vs BMRN
+338.2%
+5,325.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -0.7% | +2.1% | -2.8% | -1.0% |
| 30D | +9.6% | +5.3% | +4.3% | +8.8% |
| 3M | +2.2% | -16.1% | +18.4% | +4.8% |
| 6M | +11.1% | +10.9% | +0.2% | +8.9% |
| YTD | +28.2% | -1.9% | +30.0% | +27.7% |
| 1Y | +32.2% | +6.2% | +26.0% | +29.8% |
| 3Y | +35.5% | -30.5% | +66.1% | +40.0% |
| 5Y | +26.8% | -28.4% | +55.2% | +28.5% |
| 10Y | +256.9% | -36.2% | +293.2% | +255.4% |
| All | +5,663.2% | +338.2% | +5,325.1% | +4,245.4% |
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 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