-50.4%
BIDU vs BMRN
-29.6%
-20.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | -12.8% | -6.5% | -6.3% | -10.9% |
| 3M | -21.3% | +18.3% | -39.5% | -26.1% |
| 6M | -27.0% | +8.9% | -35.9% | -29.8% |
| YTD | -30.0% | +10.5% | -40.6% | -33.2% |
| 1Y | -18.3% | +17.5% | -35.7% | -24.2% |
| 3Y | -33.8% | -27.7% | -6.1% | -29.2% |
| 5Y | -44.3% | -15.8% | -28.5% | -44.0% |
| All | -50.4% | -29.6% | -20.7% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling