+457.8%
CSCO vs BMRN
+399.8%
+58.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +2.9% | -3.5% | -1.2% |
| 30D | -10.1% | +11.0% | -21.2% | -11.9% |
| 3M | -15.7% | +17.8% | -33.5% | -18.4% |
| 6M | +36.3% | +10.1% | +26.2% | +33.1% |
| YTD | +43.8% | +11.9% | +31.9% | +39.8% |
| 1Y | +63.9% | +17.2% | +46.7% | +57.3% |
| 3Y | +104.4% | -28.5% | +132.8% | +111.1% |
| 5Y | +111.4% | -21.7% | +133.0% | +111.0% |
| 10Y | +361.7% | -30.5% | +392.2% | +350.5% |
| All | +457.8% | +399.8% | +58.1% | +190.6% |
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 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