+3,206.8%
CVNA vs BMRN
-33.5%
+3,240.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | -1.0% | -3.8% | +2.8% | +1.4% |
| 30D | -1.0% | -6.5% | +5.5% | +3.1% |
| 3M | +5.5% | +11.2% | -5.8% | -2.0% |
| 6M | +11.8% | +5.8% | +6.0% | +6.2% |
| YTD | -13.0% | +8.4% | -21.4% | -19.3% |
| 1Y | -2.1% | +15.7% | -17.8% | -15.1% |
| 3Y | +681.6% | -28.6% | +710.2% | +777.2% |
| 5Y | +11.6% | -19.6% | +31.2% | +24.8% |
| All | +3,206.8% | -33.5% | +3,240.3% | +3,415.2% |
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