+225.5%
CRWD vs BMRN
-16.0%
+241.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -6.8% | -6.5% | -0.3% | -5.1% |
| 3M | +19.6% | +18.3% | +1.3% | +13.5% |
| 6M | +87.1% | +8.9% | +78.2% | +81.1% |
| YTD | +76.4% | +10.5% | +65.9% | +69.7% |
| 1Y | +90.8% | +17.5% | +73.3% | +78.9% |
| 3Y | +380.0% | -27.7% | +407.7% | +412.5% |
| All | +225.5% | -16.0% | +241.6% | +217.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling