+49.7%
CPAY vs BMRN
-27.2%
+76.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | -0.4% | -6.5% | +6.1% | +1.2% |
| 3M | +16.4% | +18.3% | -1.9% | +11.4% |
| 6M | +23.5% | +8.9% | +14.6% | +20.5% |
| YTD | +35.7% | +10.5% | +25.1% | +31.6% |
| 1Y | +30.2% | +17.5% | +12.7% | +23.6% |
| 3Y | +49.7% | -27.7% | +77.4% | +52.7% |
| All | +49.7% | -27.2% | +76.9% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling