+5,538.0%
CRS vs BMRN
+383.8%
+5,154.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.5% | -3.8% | +3.3% | +0.3% |
| 30D | -18.1% | -6.5% | -11.6% | -16.9% |
| 3M | -12.4% | +11.2% | -23.7% | -14.9% |
| 6M | +15.9% | +5.8% | +10.1% | +13.7% |
| YTD | +45.8% | +8.4% | +37.4% | +42.1% |
| 1Y | +87.8% | +15.7% | +72.1% | +79.4% |
| 3Y | +648.7% | -28.6% | +677.3% | +683.1% |
| 5Y | +1,416.6% | -19.6% | +1,436.2% | +1,430.5% |
| 10Y | +1,412.7% | -31.5% | +1,444.2% | +1,437.6% |
| All | +5,538.0% | +383.8% | +5,154.1% | +3,369.7% |
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