+411.8%
BMRN vs COO
+2,463.1%
-2,051.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.7% |
| 7D | +2.9% | -2.2% | +5.1% | +3.7% |
| 30D | +11.0% | -7.0% | +18.1% | +13.9% |
| 3M | +17.8% | +12.2% | +5.6% | +12.8% |
| 6M | +10.1% | -15.1% | +25.2% | +16.0% |
| YTD | +11.9% | -15.1% | +27.0% | +17.8% |
| 1Y | +17.2% | +2.3% | +14.9% | +15.2% |
| 3Y | -28.5% | -23.7% | -4.8% | -24.2% |
| 5Y | -21.7% | -38.9% | +17.2% | -11.8% |
| 10Y | -30.5% | +49.9% | -80.4% | -43.3% |
| All | +411.8% | +2,463.1% | -2,051.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling