-20.0%
CPNG vs BMRN
-27.2%
+7.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -7.4% | -6.5% | -0.9% | -6.5% |
| 3M | -12.3% | +18.3% | -30.6% | -14.4% |
| 6M | -19.4% | +8.9% | -28.3% | -20.6% |
| YTD | -35.9% | +10.5% | -46.4% | -36.9% |
| 1Y | -53.4% | +17.5% | -70.9% | -54.7% |
| 3Y | -20.0% | -27.7% | +7.7% | -18.8% |
| All | -20.0% | -27.2% | +7.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling