+128.9%
ASML vs BMRN
-29.4%
+158.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | -4.2% | -4.8% | -8.5% |
| 30D | -21.0% | +1.5% | -22.5% | -21.2% |
| 3M | -16.3% | -8.8% | -7.5% | -15.5% |
| 6M | -7.5% | +2.6% | -10.1% | -9.1% |
| YTD | +34.0% | -5.7% | +39.7% | +33.6% |
| 1Y | +39.3% | +8.1% | +31.2% | +34.5% |
| 3Y | +128.9% | -26.5% | +155.3% | +141.9% |
| All | +128.9% | -29.4% | +158.3% | +141.9% |
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 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