+2,298.4%
ADBE vs BMRN
+383.8%
+1,914.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -8.9% | -3.8% | -5.1% | -8.1% |
| 30D | -6.6% | -6.5% | -0.1% | -5.3% |
| 3M | +7.1% | +11.2% | -4.1% | +4.6% |
| 6M | -9.8% | +5.8% | -15.6% | -11.3% |
| YTD | -27.2% | +8.4% | -35.6% | -28.9% |
| 1Y | -28.0% | +15.7% | -43.7% | -31.1% |
| 3Y | -54.5% | -28.6% | -25.9% | -52.5% |
| 5Y | -61.5% | -19.6% | -41.9% | -61.1% |
| 10Y | +156.4% | -31.5% | +188.0% | +157.2% |
| All | +2,298.4% | +383.8% | +1,914.6% | +1,252.1% |
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