-40.9%
CPB vs BMRN
-18.8%
-22.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.4% |
| 7D | -5.4% | -1.4% | -4.0% | -5.3% |
| 30D | -7.8% | -5.8% | -2.0% | -7.4% |
| 3M | -6.9% | +16.6% | -23.6% | -8.1% |
| 6M | -12.2% | +7.6% | -19.8% | -12.8% |
| YTD | -21.1% | +10.2% | -31.3% | -21.8% |
| 1Y | -33.5% | +20.2% | -53.7% | -34.7% |
| 3Y | -43.2% | -27.4% | -15.8% | -43.3% |
| 5Y | -40.9% | -16.0% | -24.9% | -41.4% |
| All | -40.9% | -18.8% | -22.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling