+198.7%
B vs BMRN
-28.8%
+227.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | +12.2% | +14.3% | -2.1% | +10.2% |
| 6M | -2.1% | +5.7% | -7.9% | -3.1% |
| YTD | +2.9% | +8.7% | -5.8% | +1.5% |
| 1Y | +55.3% | +14.6% | +40.7% | +51.8% |
| 3Y | +198.7% | -28.3% | +227.0% | +209.7% |
| All | +198.7% | -28.8% | +227.5% | +209.7% |
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