+969.5%
CRH vs BMRN
+393.4%
+576.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -9.3% | -6.5% | -2.8% | -8.4% |
| 3M | -15.2% | +18.3% | -33.4% | -17.4% |
| 6M | -14.2% | +8.9% | -23.1% | -15.5% |
| YTD | -28.3% | +10.5% | -38.8% | -29.6% |
| 1Y | -21.8% | +17.5% | -39.3% | -24.2% |
| 3Y | +71.6% | -27.7% | +99.3% | +76.4% |
| 5Y | +96.6% | -15.8% | +112.4% | +96.2% |
| 10Y | +253.8% | -30.1% | +284.0% | +251.2% |
| All | +969.5% | +393.4% | +576.1% | +703.2% |
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