-69.3%
CPNG vs BMRN
-15.4%
-53.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -7.4% | -6.5% | -0.9% | -5.4% |
| 3M | -12.3% | +18.3% | -30.6% | -17.2% |
| 6M | -19.4% | +8.9% | -28.3% | -22.2% |
| YTD | -35.9% | +10.5% | -46.4% | -38.5% |
| 1Y | -53.4% | +17.5% | -70.9% | -56.6% |
| 3Y | -20.0% | -27.7% | +7.7% | -13.6% |
| 5Y | -49.6% | -15.8% | -33.8% | -50.0% |
| All | -69.3% | -15.4% | -53.9% | -71.5% |
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