+89.9%
CVE vs BMRN
+294.6%
-204.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +2.5% | +2.9% | -0.4% | +1.8% |
| 30D | +16.7% | +11.0% | +5.7% | +13.7% |
| 3M | +9.3% | +17.8% | -8.5% | +4.7% |
| 6M | +43.6% | +10.1% | +33.5% | +38.9% |
| YTD | +93.6% | +11.9% | +81.6% | +86.1% |
| 1Y | +98.8% | +17.2% | +81.5% | +87.5% |
| 3Y | +73.6% | -28.5% | +102.1% | +81.0% |
| 5Y | +312.5% | -21.7% | +334.2% | +309.1% |
| 10Y | +161.0% | -30.5% | +191.5% | +157.0% |
| All | +89.9% | +294.6% | -204.7% | -10.0% |
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