+277.9%
B vs BMRN
+399.8%
-121.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | +9.4% | +11.0% | -1.6% | +8.6% |
| 3M | +5.0% | +17.8% | -12.8% | +3.7% |
| 6M | -3.5% | +10.1% | -13.6% | -4.3% |
| YTD | +4.5% | +11.9% | -7.5% | +3.5% |
| 1Y | +67.8% | +17.2% | +50.5% | +65.4% |
| 3Y | +196.7% | -28.5% | +225.2% | +200.4% |
| 5Y | +151.9% | -21.7% | +173.6% | +152.3% |
| 10Y | +202.2% | -30.5% | +232.7% | +199.5% |
| All | +277.9% | +399.8% | -121.8% | +200.3% |
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