+167.0%
CVX vs BMRN
-16.0%
+183.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +2.7% |
| 30D | +9.8% | -6.5% | +16.3% | +10.3% |
| 3M | +16.2% | +18.3% | -2.1% | +15.0% |
| 6M | +13.6% | +8.9% | +4.7% | +13.0% |
| YTD | +44.4% | +10.5% | +33.9% | +43.3% |
| 1Y | +40.6% | +17.5% | +23.1% | +38.5% |
| 3Y | +48.2% | -27.7% | +75.9% | +50.1% |
| All | +167.0% | -16.0% | +183.0% | +168.8% |
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