+535.5%
CVS vs BMRN
+383.8%
+151.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | -3.8% | +1.9% | -1.5% |
| 30D | -0.3% | -6.5% | +6.2% | +0.3% |
| 3M | -1.1% | +11.2% | -12.3% | -2.2% |
| 6M | +23.7% | +5.8% | +17.9% | +22.8% |
| YTD | +23.0% | +8.4% | +14.6% | +21.7% |
| 1Y | +37.2% | +15.7% | +21.5% | +34.6% |
| 3Y | +62.4% | -28.6% | +91.0% | +65.2% |
| 5Y | +31.8% | -19.6% | +51.4% | +31.5% |
| 10Y | +41.9% | -31.5% | +73.4% | +40.5% |
| All | +535.5% | +383.8% | +151.7% | +450.2% |
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