+30.9%
A vs BMRN
-28.6%
+59.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | -3.8% | -0.6% | -3.3% |
| 30D | -2.7% | -6.5% | +3.8% | -0.9% |
| 3M | +7.0% | +11.2% | -4.2% | +3.9% |
| 6M | +24.6% | +5.8% | +18.8% | +22.2% |
| YTD | +7.0% | +8.4% | -1.4% | +4.1% |
| 1Y | +15.6% | +15.7% | -0.1% | +9.8% |
| All | +30.9% | -28.6% | +59.5% | +32.8% |
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 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