+63.9%
CSCO vs BMRN
+12.9%
+51.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +2.9% | -3.5% | -0.8% |
| 30D | -10.1% | +11.0% | -21.2% | -10.3% |
| 3M | -15.7% | +17.8% | -33.5% | -16.1% |
| 6M | +36.3% | +10.1% | +26.2% | +36.2% |
| YTD | +43.8% | +11.9% | +31.9% | +43.8% |
| 1Y | +63.9% | +17.2% | +46.7% | +61.3% |
| All | +63.9% | +12.9% | +51.0% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling