+457.7%
CSCO vs BMRN
+385.5%
+72.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.5% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -10.1% | +1.3% | -11.4% | -10.4% |
| 3M | -11.7% | +14.3% | -26.0% | -14.1% |
| 6M | +40.1% | +5.7% | +34.4% | +37.8% |
| YTD | +43.8% | +8.7% | +35.0% | +40.5% |
| 1Y | +66.6% | +14.6% | +52.0% | +60.5% |
| 3Y | +108.5% | -28.3% | +136.9% | +115.3% |
| 5Y | +114.0% | -15.7% | +129.7% | +110.7% |
| 10Y | +366.8% | -33.7% | +400.5% | +359.4% |
| All | +457.7% | +385.5% | +72.2% | +192.0% |
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