+1,297.1%
BIIB vs BMRN
+383.8%
+913.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -5.4% | -3.8% | -1.5% | -4.3% |
| 30D | +1.7% | -6.5% | +8.2% | +3.7% |
| 3M | +5.8% | +11.2% | -5.4% | +2.7% |
| 6M | +11.9% | +5.8% | +6.1% | +9.7% |
| YTD | +19.7% | +8.4% | +11.4% | +16.5% |
| 1Y | +46.7% | +15.7% | +31.1% | +39.5% |
| 3Y | -18.6% | -28.6% | +10.0% | -13.3% |
| 5Y | -29.8% | -19.6% | -10.2% | -28.4% |
| 10Y | -28.8% | -31.5% | +2.7% | -28.3% |
| All | +1,297.1% | +383.8% | +913.3% | +514.8% |
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