+412.6%
CSX vs BMRN
-35.8%
+448.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | +6.8% | +4.3% | +2.5% | +5.9% |
| 3M | +0.7% | -10.4% | +11.1% | +2.7% |
| 6M | +13.3% | +5.8% | +7.5% | +11.2% |
| YTD | +40.5% | -3.8% | +44.3% | +40.4% |
| 1Y | +44.7% | +11.1% | +33.6% | +39.5% |
| 3Y | +74.5% | -31.7% | +106.2% | +83.3% |
| 5Y | +52.0% | -30.9% | +82.9% | +55.5% |
| 10Y | +412.6% | -37.7% | +450.4% | +388.1% |
| All | +412.6% | -35.8% | +448.4% | +388.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling