+1,340.4%
CRWD vs BMRN
-19.2%
+1,359.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -2.8% | -1.4% | -1.5% | -2.4% |
| 30D | -5.9% | -5.8% | -0.1% | -4.2% |
| 3M | +29.0% | +16.6% | +12.3% | +22.0% |
| 6M | +91.5% | +7.6% | +83.9% | +85.1% |
| YTD | +78.2% | +10.2% | +68.0% | +70.5% |
| 1Y | +96.6% | +20.2% | +76.4% | +81.1% |
| 3Y | +397.0% | -27.4% | +424.4% | +428.3% |
| 5Y | +218.9% | -16.0% | +234.9% | +211.8% |
| All | +1,340.4% | -19.2% | +1,359.6% | +1,170.7% |
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