+7.1%
CRM vs BMRN
+12.9%
-5.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.7% |
| 30D | +34.3% | +11.0% | +23.3% | +31.6% |
| 3M | +37.7% | +17.8% | +19.9% | +33.8% |
| 6M | +34.9% | +10.1% | +24.8% | +32.6% |
| YTD | -1.6% | +11.9% | -13.6% | -3.8% |
| 1Y | +7.1% | +17.2% | -10.1% | +5.9% |
| All | +7.1% | +12.9% | -5.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling