-38.1%
CRL vs BMRN
-18.8%
-19.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.6% |
| 7D | -6.9% | -1.4% | -5.6% | -6.4% |
| 30D | -3.2% | -5.8% | +2.6% | -0.8% |
| 3M | +46.5% | +16.6% | +29.9% | +36.9% |
| 6M | +63.1% | +7.6% | +55.5% | +57.1% |
| YTD | +36.9% | +10.2% | +26.6% | +30.1% |
| 1Y | +78.1% | +20.2% | +57.9% | +61.7% |
| 3Y | +36.7% | -27.4% | +64.0% | +48.2% |
| 5Y | -38.1% | -16.0% | -22.1% | -37.4% |
| All | -38.1% | -18.8% | -19.3% | -37.4% |
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