+158.8%
B vs BMRN
-18.1%
+176.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +1.0% | -3.8% | +4.9% | +1.5% |
| 30D | +9.5% | -6.5% | +16.0% | +10.3% |
| 3M | +14.3% | +11.2% | +3.1% | +12.8% |
| 6M | -1.9% | +5.8% | -7.7% | -2.8% |
| YTD | +4.1% | +8.4% | -4.3% | +2.7% |
| 1Y | +56.1% | +15.7% | +40.5% | +52.6% |
| 3Y | +202.0% | -28.6% | +230.6% | +208.7% |
| 5Y | +158.8% | -19.6% | +178.4% | +173.8% |
| All | +158.8% | -18.1% | +176.9% | +173.8% |
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