+94.1%
CRH vs BMRN
-16.0%
+110.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | -9.3% | -6.5% | -2.8% | -8.0% |
| 3M | -15.2% | +18.3% | -33.4% | -18.4% |
| 6M | -14.2% | +8.9% | -23.1% | -16.2% |
| YTD | -28.3% | +10.5% | -38.8% | -30.2% |
| 1Y | -21.8% | +17.5% | -39.3% | -25.4% |
| 3Y | +71.6% | -27.7% | +99.3% | +80.2% |
| All | +94.1% | -16.0% | +110.1% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling