+217.5%
B vs BMRN
+329.9%
-112.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -7.3% | +2.1% | -9.5% | -7.5% |
| 30D | -3.3% | +3.8% | -7.1% | -3.6% |
| 3M | -7.8% | -16.5% | +8.7% | -6.7% |
| 6M | -15.5% | +6.9% | -22.4% | -16.1% |
| YTD | -12.3% | -3.7% | -8.6% | -12.2% |
| 1Y | +5.4% | +5.6% | -0.2% | +4.6% |
| 3Y | +165.5% | -31.4% | +196.9% | +169.9% |
| 5Y | +107.0% | -30.0% | +137.0% | +109.0% |
| 10Y | +210.6% | -37.4% | +248.0% | +210.2% |
| All | +217.5% | +329.9% | -112.4% | +154.7% |
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 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