-27.6%
BB vs BMRN
-18.8%
-8.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -16.0% | -5.8% | -10.2% | -14.6% |
| 3M | -14.5% | +16.6% | -31.1% | -19.2% |
| 6M | +118.6% | +7.6% | +111.0% | +110.9% |
| YTD | +98.9% | +10.2% | +88.7% | +89.8% |
| 1Y | +99.5% | +20.2% | +79.3% | +81.1% |
| 3Y | +65.4% | -27.4% | +92.7% | +80.9% |
| 5Y | -27.6% | -16.0% | -11.6% | -28.7% |
| All | -27.6% | -18.8% | -8.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling