+164.9%
ASML vs BMRN
-28.1%
+193.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.7% |
| 30D | +2.2% | +11.0% | -8.9% | +0.3% |
| 3M | -2.3% | +17.8% | -20.1% | -5.3% |
| 6M | +23.0% | +10.1% | +12.9% | +20.3% |
| YTD | +61.1% | +11.9% | +49.1% | +56.9% |
| 1Y | +129.1% | +17.2% | +111.9% | +120.5% |
| All | +164.9% | -28.1% | +193.0% | +168.2% |
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