+11.8%
CPB vs BMRN
+385.5%
-373.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.6% | +1.9% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | -5.6% | +1.3% | -6.9% | -5.7% |
| 3M | +3.0% | +14.3% | -11.3% | +2.2% |
| 6M | -12.7% | +5.7% | -18.5% | -13.1% |
| YTD | -18.0% | +8.7% | -26.7% | -18.5% |
| 1Y | -31.7% | +14.6% | -46.4% | -32.5% |
| 3Y | -41.0% | -28.3% | -12.6% | -40.4% |
| 5Y | -38.4% | -15.7% | -22.7% | -38.7% |
| 10Y | -45.0% | -33.7% | -11.3% | -45.5% |
| All | +11.8% | +385.5% | -373.7% | -6.0% |
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