-31.8%
BMRN vs HRB
+209.1%
-240.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.3% | -8.0% | +6.8% | -0.1% |
| 30D | -6.5% | -16.0% | +9.5% | -4.2% |
| 3M | +18.3% | +26.9% | -8.6% | +13.9% |
| 6M | +8.9% | +51.1% | -42.2% | +1.5% |
| YTD | +10.5% | +7.1% | +3.5% | +8.4% |
| 1Y | +17.5% | -9.6% | +27.1% | +18.3% |
| 3Y | -27.7% | +25.4% | -53.1% | -31.7% |
| 5Y | -15.8% | +114.9% | -130.7% | -27.9% |
| All | -31.8% | +209.1% | -240.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling