+223.1%
BMNR vs BMRN
+17.1%
+205.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.2% | +3.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | +39.9% | -6.5% | +46.4% | +40.6% |
| 3M | +51.5% | +18.3% | +33.3% | +47.6% |
| 6M | +18.9% | +8.9% | +10.0% | +17.3% |
| YTD | -7.8% | +10.5% | -18.3% | -9.0% |
| 1Y | -47.6% | +17.5% | -65.1% | -49.8% |
| All | +223.1% | +17.1% | +205.9% | +356.1% |
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