+219.2%
CVX vs BMRN
-29.6%
+248.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | +9.8% | -6.5% | +16.3% | +11.2% |
| 3M | +16.2% | +18.3% | -2.1% | +12.3% |
| 6M | +13.6% | +8.9% | +4.7% | +11.1% |
| YTD | +44.4% | +10.5% | +33.9% | +40.4% |
| 1Y | +40.6% | +17.5% | +23.1% | +34.2% |
| 3Y | +48.2% | -27.7% | +75.9% | +53.6% |
| 5Y | +172.3% | -15.8% | +188.0% | +162.9% |
| All | +219.2% | -29.6% | +248.8% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling