-70.2%
CPNG vs BMRN
-15.7%
-54.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -5.4% | -1.4% | -4.0% | -5.0% |
| 30D | -11.1% | -5.8% | -5.3% | -9.4% |
| 3M | -3.0% | +16.6% | -19.6% | -8.0% |
| 6M | -23.5% | +7.6% | -31.1% | -25.8% |
| YTD | -37.8% | +10.2% | -48.0% | -40.3% |
| 1Y | -54.3% | +20.2% | -74.5% | -57.8% |
| 3Y | -20.8% | -27.4% | +6.6% | -14.7% |
| 5Y | -51.1% | -16.0% | -35.1% | -51.4% |
| All | -70.2% | -15.7% | -54.5% | -72.3% |
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