+482.4%
CSX vs BMRN
-32.7%
+515.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -2.3% | +1.3% | -3.5% | -2.7% |
| 3M | +4.3% | +14.3% | -10.0% | +1.2% |
| 6M | +23.4% | +5.7% | +17.6% | +21.2% |
| YTD | +36.4% | +8.7% | +27.7% | +33.0% |
| 1Y | +53.0% | +14.6% | +38.4% | +46.8% |
| 3Y | +70.6% | -28.3% | +99.0% | +77.5% |
| 5Y | +65.5% | -15.7% | +81.2% | +61.7% |
| 10Y | +482.4% | -33.7% | +516.0% | +456.7% |
| All | +482.4% | -32.7% | +515.1% | +456.7% |
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