+33.1%
CVS vs BMRN
-16.2%
+49.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | +1.9% | -5.8% | +7.7% | +2.5% |
| 3M | -2.2% | +16.6% | -18.8% | -3.8% |
| 6M | +26.7% | +7.6% | +19.1% | +25.4% |
| YTD | +22.9% | +10.2% | +12.6% | +21.2% |
| 1Y | +32.9% | +20.2% | +12.7% | +29.6% |
| 3Y | +62.3% | -27.4% | +89.7% | +65.4% |
| All | +33.1% | -16.2% | +49.3% | +32.4% |
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