+1,211.4%
CRL vs BMRN
+269.6%
+941.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | +10.7% | +11.0% | -0.4% | +8.1% |
| 3M | +55.3% | +17.8% | +37.5% | +49.7% |
| 6M | +60.7% | +10.1% | +50.6% | +56.9% |
| YTD | +44.6% | +11.9% | +32.7% | +40.6% |
| 1Y | +77.7% | +17.2% | +60.5% | +70.5% |
| 3Y | +37.6% | -28.5% | +66.1% | +45.6% |
| 5Y | -35.8% | -21.7% | -14.1% | -33.9% |
| 10Y | +241.7% | -30.5% | +272.2% | +247.5% |
| All | +1,211.4% | +269.6% | +941.8% | +760.1% |
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