+247.0%
CRL vs BMRN
-29.6%
+276.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | -3.5% | -1.3% | -2.3% | -3.1% |
| 30D | -2.1% | -6.5% | +4.3% | +0.3% |
| 3M | +48.0% | +18.3% | +29.7% | +38.4% |
| 6M | +64.7% | +8.9% | +55.9% | +58.4% |
| YTD | +39.5% | +10.5% | +29.0% | +33.0% |
| 1Y | +74.2% | +17.5% | +56.7% | +61.0% |
| 3Y | +39.4% | -27.7% | +67.1% | +51.6% |
| 5Y | -36.9% | -15.8% | -21.1% | -36.4% |
| All | +247.0% | -29.6% | +276.7% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling