-16.6%
CRH vs BMRN
+7.6%
-24.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | +5.3% | -2.4% | +7.7% | +5.6% |
| 30D | +14.2% | -0.2% | +14.4% | +14.1% |
| 3M | -4.2% | -6.3% | +2.2% | -3.4% |
| 6M | -14.5% | +5.4% | -19.9% | -14.2% |
| YTD | -22.7% | -5.6% | -17.1% | -22.4% |
| 1Y | -16.6% | +6.3% | -22.8% | -15.1% |
| All | -16.6% | +7.6% | -24.1% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling