+471.2%
BEN vs BMRN
+383.8%
+87.3%
-72.8%
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% | -1.5% |
| 7D | +3.4% | -3.8% | +7.2% | +4.1% |
| 30D | +1.8% | -6.5% | +8.3% | +3.0% |
| 3M | +8.4% | +11.2% | -2.9% | +5.9% |
| 6M | +35.6% | +5.8% | +29.8% | +33.4% |
| YTD | +46.4% | +8.4% | +38.0% | +43.1% |
| 1Y | +46.3% | +15.7% | +30.7% | +40.6% |
| 3Y | +54.6% | -28.6% | +83.2% | +60.6% |
| 5Y | +39.4% | -19.6% | +59.0% | +40.2% |
| 10Y | +57.6% | -31.5% | +89.1% | +55.7% |
| All | +471.2% | +383.8% | +87.3% | +268.5% |
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