+97.9%
BAC vs BMRN
-31.2%
+129.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +3.2% | +2.1% | +1.1% | +2.9% |
| 30D | -0.7% | +3.8% | -4.5% | -1.3% |
| 3M | -20.0% | -16.5% | -3.5% | -17.9% |
| 6M | +3.4% | +6.9% | -3.4% | +1.9% |
| YTD | -5.7% | -3.7% | -2.0% | -5.7% |
| 1Y | -1.4% | +5.6% | -7.0% | -3.2% |
| 3Y | +97.9% | -31.4% | +129.3% | +98.1% |
| All | +97.9% | -31.2% | +129.1% | +98.1% |
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