+47.3%
CVX vs BMRN
-27.4%
+74.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | +9.1% | -5.8% | +14.9% | +9.4% |
| 3M | +13.1% | +16.6% | -3.6% | +12.4% |
| 6M | +16.3% | +7.6% | +8.7% | +16.2% |
| YTD | +43.5% | +10.2% | +33.3% | +43.1% |
| 1Y | +40.2% | +20.2% | +19.9% | +38.5% |
| All | +47.3% | -27.4% | +74.7% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling