+3,563.9%
BHP vs BMRN
+383.8%
+3,180.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.6% |
| 30D | +4.0% | -6.5% | +10.5% | +5.2% |
| 3M | +11.3% | +11.2% | 0.0% | +8.9% |
| 6M | +29.3% | +5.8% | +23.5% | +27.4% |
| YTD | +59.2% | +8.4% | +50.8% | +56.0% |
| 1Y | +80.8% | +15.7% | +65.2% | +74.2% |
| 3Y | +88.0% | -28.6% | +116.6% | +94.3% |
| 5Y | +126.6% | -19.6% | +146.2% | +126.4% |
| 10Y | +515.7% | -31.5% | +547.2% | +509.1% |
| All | +3,563.9% | +383.8% | +3,180.0% | +2,260.8% |
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