+848.8%
BKNG vs BMRN
+392.1%
+456.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -10.7% | -1.4% | -9.3% | -10.4% |
| 30D | -18.1% | -5.8% | -12.3% | -17.0% |
| 3M | +8.5% | +16.6% | -8.1% | +4.8% |
| 6M | -0.1% | +7.6% | -7.6% | -2.1% |
| YTD | -18.2% | +10.2% | -28.5% | -20.4% |
| 1Y | -19.9% | +20.2% | -40.1% | -23.9% |
| 3Y | +41.6% | -27.4% | +69.0% | +47.0% |
| 5Y | +93.1% | -16.0% | +109.1% | +92.2% |
| 10Y | +214.8% | -30.3% | +245.1% | +208.2% |
| All | +848.8% | +392.1% | +456.7% | +430.7% |
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