+116.1%
ALL vs BMRN
-18.1%
+134.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.2% | -3.8% | +1.6% | -1.8% |
| 30D | -5.6% | -6.5% | +0.9% | -4.9% |
| 3M | +17.2% | +11.2% | +6.0% | +15.7% |
| 6M | +23.2% | +5.8% | +17.5% | +22.2% |
| YTD | +23.6% | +8.4% | +15.2% | +22.1% |
| 1Y | +29.2% | +15.7% | +13.5% | +26.2% |
| 3Y | +153.8% | -28.6% | +182.4% | +160.3% |
| 5Y | +116.1% | -19.6% | +135.7% | +114.9% |
| All | +116.1% | -18.1% | +134.1% | +114.9% |
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 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