+219.6%
B vs BMRN
+325.9%
-106.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.9% |
| 7D | -6.2% | +1.0% | -7.2% | -6.3% |
| 30D | -6.6% | +4.3% | -10.9% | -6.9% |
| 3M | -7.9% | -19.3% | +11.4% | -6.6% |
| 6M | -16.8% | +7.2% | -24.0% | -17.4% |
| YTD | -11.7% | -4.6% | -7.1% | -11.6% |
| 1Y | +3.5% | +2.5% | +1.0% | +3.0% |
| 3Y | +165.7% | -32.5% | +198.2% | +170.4% |
| 5Y | +108.4% | -30.6% | +139.0% | +110.5% |
| 10Y | +212.7% | -38.0% | +250.7% | +212.5% |
| All | +219.6% | +325.9% | -106.3% | +156.5% |
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