+90.8%
BB vs BMRN
+383.8%
-293.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +1.8% | -3.8% | +5.7% | +2.9% |
| 30D | -12.2% | -6.5% | -5.7% | -10.8% |
| 3M | -12.3% | +11.2% | -23.6% | -15.3% |
| 6M | +122.7% | +5.8% | +116.9% | +117.2% |
| YTD | +104.5% | +8.4% | +96.1% | +97.7% |
| 1Y | +106.7% | +15.7% | +91.0% | +93.5% |
| 3Y | +70.0% | -28.6% | +98.5% | +78.0% |
| 5Y | -27.8% | -19.6% | -8.2% | -26.9% |
| 10Y | +2.4% | -31.5% | +33.9% | +2.6% |
| All | +90.8% | +383.8% | -293.1% | +1.6% |
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