+2,443.4%
CTAS vs BMRN
+385.5%
+2,058.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.0% | +1.3% | -2.3% | -1.3% |
| 3M | +15.8% | +14.3% | +1.5% | +13.2% |
| 6M | -1.0% | +5.7% | -6.7% | -2.3% |
| YTD | +7.4% | +8.7% | -1.3% | +5.5% |
| 1Y | -0.1% | +14.6% | -14.8% | -3.2% |
| 3Y | +66.3% | -28.3% | +94.6% | +71.3% |
| 5Y | +111.0% | -15.7% | +126.7% | +109.6% |
| 10Y | +662.9% | -33.7% | +696.6% | +658.2% |
| All | +2,443.4% | +385.5% | +2,058.0% | +1,417.1% |
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 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