+604.8%
CRS vs BMRN
-27.2%
+632.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -6.8% | -1.3% | -5.5% | -6.5% |
| 30D | -16.1% | -6.5% | -9.6% | -15.0% |
| 3M | -21.2% | +18.3% | -39.4% | -24.5% |
| 6M | +8.7% | +8.9% | -0.2% | +5.9% |
| YTD | +41.0% | +10.5% | +30.5% | +36.6% |
| 1Y | +82.7% | +17.5% | +65.2% | +73.6% |
| 3Y | +604.8% | -27.7% | +632.5% | +643.6% |
| All | +604.8% | -27.2% | +632.0% | +643.6% |
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