+1,146.3%
CVX vs BMRN
+385.5%
+760.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +13.4% | +1.3% | +12.2% | +13.2% |
| 3M | +11.8% | +14.3% | -2.5% | +10.0% |
| 6M | +12.4% | +5.7% | +6.7% | +11.3% |
| YTD | +41.5% | +8.7% | +32.7% | +39.4% |
| 1Y | +41.6% | +14.6% | +27.0% | +38.3% |
| 3Y | +42.2% | -28.3% | +70.6% | +45.0% |
| 5Y | +166.0% | -15.7% | +181.7% | +163.0% |
| 10Y | +207.2% | -33.7% | +240.9% | +204.9% |
| All | +1,146.3% | +385.5% | +760.9% | +892.9% |
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