+194.1%
BAC vs BMRN
+329.9%
-135.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +3.2% | +2.1% | +1.1% | +2.8% |
| 30D | -0.7% | +3.8% | -4.5% | -1.5% |
| 3M | -20.0% | -16.5% | -3.5% | -17.0% |
| 6M | +3.4% | +6.9% | -3.4% | +1.4% |
| YTD | -5.7% | -3.7% | -2.0% | -5.8% |
| 1Y | -1.4% | +5.6% | -7.0% | -3.8% |
| 3Y | +97.9% | -31.4% | +129.3% | +108.1% |
| 5Y | +22.9% | -30.0% | +52.9% | +26.3% |
| 10Y | +235.3% | -37.4% | +272.8% | +236.2% |
| All | +194.1% | +329.9% | -135.8% | +91.9% |
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