-46.7%
CPB vs BMRN
-29.6%
-17.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | -7.1% | -6.5% | -0.6% | -6.6% |
| 3M | -6.0% | +18.3% | -24.3% | -7.3% |
| 6M | -5.3% | +8.9% | -14.1% | -6.0% |
| YTD | -20.8% | +10.5% | -31.4% | -21.6% |
| 1Y | -33.8% | +17.5% | -51.3% | -34.9% |
| 3Y | -43.7% | -27.7% | -16.0% | -43.3% |
| 5Y | -40.7% | -15.8% | -24.9% | -41.2% |
| All | -46.7% | -29.6% | -17.1% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling