+2,763.4%
CSX vs BMRN
+399.8%
+2,363.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +2.9% | -6.3% | -3.8% |
| 30D | -3.1% | +11.0% | -14.1% | -4.8% |
| 3M | +7.2% | +17.8% | -10.6% | +4.2% |
| 6M | +16.2% | +10.1% | +6.1% | +13.8% |
| YTD | +37.5% | +11.9% | +25.6% | +34.3% |
| 1Y | +53.2% | +17.2% | +36.0% | +47.9% |
| 3Y | +68.2% | -28.5% | +96.7% | +73.1% |
| 5Y | +65.2% | -21.7% | +86.9% | +65.2% |
| 10Y | +504.1% | -30.5% | +534.6% | +492.0% |
| All | +2,763.4% | +399.8% | +2,363.7% | +1,803.4% |
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 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