+108.6%
ASML vs BMRN
-14.7%
+123.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | +2.2% | +11.0% | -8.9% | -1.0% |
| 3M | -2.3% | +17.8% | -20.1% | -7.4% |
| 6M | +23.0% | +10.1% | +12.9% | +18.5% |
| YTD | +61.1% | +11.9% | +49.1% | +54.1% |
| 1Y | +129.1% | +17.2% | +111.9% | +114.5% |
| 3Y | +165.4% | -28.5% | +193.8% | +186.9% |
| All | +108.6% | -14.7% | +123.3% | +107.0% |
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