-27.7%
BMRN vs BTG
+94.8%
-122.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | -6.5% | +3.6% | -10.1% | -6.8% |
| 3M | +18.3% | +32.0% | -13.8% | +15.6% |
| 6M | +8.9% | +3.4% | +5.5% | +7.8% |
| YTD | +10.5% | +20.8% | -10.3% | +8.1% |
| 1Y | +17.5% | +22.4% | -4.9% | +14.3% |
| 3Y | -27.7% | +91.7% | -119.4% | -33.2% |
| All | -27.7% | +94.8% | -122.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling