+5,517.6%
CP vs BMRN
+399.8%
+5,117.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.7% | +2.9% | -5.6% | -3.1% |
| 30D | +0.2% | +11.0% | -10.9% | -1.5% |
| 3M | +2.6% | +17.8% | -15.2% | 0.0% |
| 6M | +6.0% | +10.1% | -4.1% | +4.0% |
| YTD | +24.9% | +11.9% | +13.0% | +22.2% |
| 1Y | +20.1% | +17.2% | +2.9% | +16.3% |
| 3Y | +16.4% | -28.5% | +44.9% | +19.5% |
| 5Y | +31.7% | -21.7% | +53.4% | +31.7% |
| 10Y | +223.9% | -30.5% | +254.4% | +218.0% |
| All | +5,517.6% | +399.8% | +5,117.9% | +4,058.0% |
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