+261.3%
BAC vs BMRN
+399.8%
-138.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.5% |
| 30D | -0.4% | +11.0% | -11.4% | -2.7% |
| 3M | +16.9% | +17.8% | -0.9% | +12.6% |
| 6M | +26.6% | +10.1% | +16.5% | +23.4% |
| YTD | +15.8% | +11.9% | +3.8% | +12.2% |
| 1Y | +27.2% | +17.2% | +9.9% | +21.4% |
| 3Y | +132.4% | -28.5% | +160.9% | +141.7% |
| 5Y | +72.6% | -21.7% | +94.3% | +72.9% |
| 10Y | +389.7% | -30.5% | +420.2% | +380.0% |
| All | +261.3% | +399.8% | -138.4% | +128.6% |
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