+159.5%
CVE vs BMRN
-30.6%
+190.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +5.9% | +2.1% | +3.8% | +5.7% |
| 30D | -10.9% | +3.8% | -14.6% | -11.2% |
| 3M | -4.5% | -16.5% | +12.0% | -2.8% |
| 6M | -1.0% | +6.9% | -7.8% | -2.3% |
| YTD | +74.7% | -3.7% | +78.4% | +74.6% |
| 1Y | +65.8% | +5.6% | +60.3% | +62.9% |
| 3Y | +73.2% | -31.4% | +104.6% | +77.3% |
| All | +159.5% | -30.6% | +190.1% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling