+449.2%
BBY vs BMRN
+392.1%
+57.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | +5.8% | -5.8% | +11.6% | +7.0% |
| 3M | +18.0% | +16.6% | +1.4% | +14.2% |
| 6M | +39.8% | +7.6% | +32.3% | +37.2% |
| YTD | +35.4% | +10.2% | +25.2% | +32.0% |
| 1Y | +21.4% | +20.2% | +1.2% | +15.8% |
| 3Y | +39.5% | -27.4% | +66.9% | +45.0% |
| 5Y | -0.5% | -16.0% | +15.5% | -0.5% |
| 10Y | +240.0% | -30.3% | +270.4% | +235.5% |
| All | +449.2% | +392.1% | +57.1% | +187.8% |
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