-29.1%
BMRN vs COO
-27.8%
-1.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.4% |
| 7D | -3.8% | -9.0% | +5.1% | -1.3% |
| 30D | -6.5% | -16.8% | +10.3% | -1.5% |
| 3M | +11.2% | -7.5% | +18.7% | +13.6% |
| 6M | +5.8% | -16.3% | +22.1% | +10.8% |
| YTD | +8.4% | -22.5% | +30.9% | +15.7% |
| 1Y | +15.7% | -7.0% | +22.6% | +17.1% |
| All | -29.1% | -27.8% | -1.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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