+219.9%
CTVA vs BMRN
-26.4%
+246.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -5.8% | -3.8% | -2.0% | -5.1% |
| 30D | +11.1% | -6.5% | +17.6% | +12.5% |
| 3M | +13.2% | +11.2% | +2.0% | +10.6% |
| 6M | +8.7% | +5.8% | +2.9% | +6.8% |
| YTD | +27.3% | +8.4% | +18.9% | +24.3% |
| 1Y | +18.0% | +15.7% | +2.3% | +12.9% |
| 3Y | +76.5% | -28.6% | +105.1% | +84.5% |
| 5Y | +105.1% | -19.6% | +124.7% | +102.9% |
| All | +219.9% | -26.4% | +246.3% | +188.2% |
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 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