+130.1%
CVE vs BMRN
-35.8%
+165.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | 0.0% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -12.1% | +4.3% | -16.4% | -13.3% |
| 3M | -1.9% | -10.4% | +8.5% | +0.6% |
| 6M | -1.8% | +5.8% | -7.6% | -4.7% |
| YTD | +65.8% | -3.8% | +69.6% | +64.5% |
| 1Y | +60.8% | +11.1% | +49.7% | +51.8% |
| 3Y | +70.1% | -31.7% | +101.8% | +81.0% |
| 5Y | +134.8% | -30.9% | +165.7% | +137.9% |
| 10Y | +130.1% | -37.7% | +167.8% | +122.7% |
| All | +130.1% | -35.8% | +165.8% | +122.7% |
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