-14.6%
CRH vs BMRN
+12.9%
-27.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -1.7% | +2.9% | -4.5% | -2.0% |
| 30D | -5.4% | +11.0% | -16.4% | -6.4% |
| 3M | -11.2% | +17.8% | -29.0% | -12.6% |
| 6M | -15.8% | +10.1% | -25.9% | -16.9% |
| YTD | -23.6% | +11.9% | -35.6% | -24.7% |
| 1Y | -14.6% | +17.2% | -31.8% | -13.7% |
| All | -14.6% | +12.9% | -27.5% | -13.7% |
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