+5,760.6%
CRM vs BMRN
+1,032.4%
+4,728.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -1.3% | -3.2% | -4.1% |
| 30D | +28.1% | -6.5% | +34.6% | +30.7% |
| 3M | +48.8% | +18.3% | +30.6% | +41.2% |
| 6M | +28.3% | +8.9% | +19.4% | +24.0% |
| YTD | -6.0% | +10.5% | -16.5% | -9.7% |
| 1Y | +1.4% | +17.5% | -16.0% | -5.1% |
| 3Y | +11.8% | -27.7% | +39.6% | +18.3% |
| 5Y | -2.0% | -15.8% | +13.8% | -2.5% |
| 10Y | +239.6% | -30.1% | +269.8% | +230.1% |
| All | +5,760.6% | +1,032.4% | +4,728.2% | +2,387.0% |
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