+98.8%
CRL vs BMRN
-31.2%
+130.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.8% |
| 30D | +11.9% | +3.8% | +8.1% | +9.7% |
| 3M | +20.2% | -16.5% | +36.6% | +29.7% |
| 6M | +107.5% | +6.9% | +100.7% | +99.0% |
| YTD | +69.4% | -3.7% | +73.1% | +69.9% |
| 1Y | +99.7% | +5.6% | +94.2% | +89.7% |
| 3Y | +98.8% | -31.4% | +130.1% | +116.3% |
| All | +98.8% | -31.2% | +130.0% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling