+414.9%
CSX vs BMRN
-37.6%
+452.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +6.0% | +2.1% | +3.8% | +5.5% |
| 30D | +7.8% | +3.8% | +4.0% | +7.0% |
| 3M | +4.1% | -16.5% | +20.6% | +7.8% |
| 6M | +17.9% | +6.9% | +11.0% | +15.5% |
| YTD | +44.9% | -3.7% | +48.6% | +44.7% |
| 1Y | +51.1% | +5.6% | +45.6% | +47.4% |
| 3Y | +78.3% | -31.4% | +109.6% | +87.0% |
| 5Y | +58.1% | -30.0% | +88.1% | +61.2% |
| All | +414.9% | -37.6% | +452.6% | +387.1% |
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