+216.7%
CTVA vs BMRN
-25.0%
+241.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | -1.3% | -3.2% | -4.3% |
| 30D | +11.3% | -6.5% | +17.8% | +12.7% |
| 3M | +12.3% | +18.3% | -5.9% | +8.3% |
| 6M | +7.2% | +8.9% | -1.7% | +4.7% |
| YTD | +26.0% | +10.5% | +15.5% | +22.5% |
| 1Y | +16.0% | +17.5% | -1.4% | +10.7% |
| 3Y | +73.9% | -27.7% | +101.6% | +81.4% |
| 5Y | +103.8% | -15.8% | +119.6% | +99.3% |
| All | +216.7% | -25.0% | +241.7% | +184.2% |
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