+8,394.9%
ASML vs BMRN
+329.1%
+8,065.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +2.6% | -5.5% | -3.4% |
| 30D | -15.2% | +4.3% | -19.4% | -16.2% |
| 3M | -12.9% | -17.1% | +4.2% | -9.3% |
| 6M | -5.0% | +5.7% | -10.7% | -7.3% |
| YTD | +41.8% | -3.9% | +45.7% | +41.3% |
| 1Y | +46.0% | +8.5% | +37.6% | +40.5% |
| 3Y | +133.5% | -32.0% | +165.4% | +147.2% |
| 5Y | +93.0% | -29.9% | +122.9% | +100.9% |
| 10Y | +1,534.9% | -38.9% | +1,573.8% | +1,576.2% |
| All | +8,394.9% | +329.1% | +8,065.7% | +3,992.9% |
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 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