+68.6%
CSX vs BMRN
-29.4%
+98.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -4.2% | -1.3% | -5.1% |
| 30D | +4.9% | +1.5% | +3.4% | +4.8% |
| 3M | -2.9% | -8.8% | +6.0% | -2.0% |
| 6M | +8.3% | +2.6% | +5.7% | +7.6% |
| YTD | +36.7% | -5.7% | +42.5% | +37.1% |
| 1Y | +41.5% | +8.1% | +33.4% | +39.0% |
| 3Y | +68.6% | -26.5% | +95.1% | +72.4% |
| All | +68.6% | -29.4% | +98.0% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling