+1,399.0%
CPAY vs BMRN
+143.2%
+1,255.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +0.6% | -5.8% | +6.4% | +2.0% |
| 3M | +17.0% | +16.6% | +0.4% | +12.4% |
| 6M | +24.1% | +7.6% | +16.5% | +21.2% |
| YTD | +35.7% | +10.2% | +25.5% | +31.4% |
| 1Y | +34.0% | +20.2% | +13.8% | +26.2% |
| 3Y | +50.3% | -27.4% | +77.6% | +57.6% |
| 5Y | +56.7% | -16.0% | +72.6% | +56.1% |
| 10Y | +153.9% | -30.3% | +184.3% | +146.7% |
| All | +1,399.0% | +143.2% | +1,255.8% | +894.7% |
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