-15.8%
BMRN vs HRB
+114.1%
-129.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.3% | -8.0% | +6.8% | -0.3% |
| 30D | -6.5% | -16.0% | +9.5% | -4.6% |
| 3M | +18.3% | +26.9% | -8.6% | +14.7% |
| 6M | +8.9% | +51.1% | -42.2% | +2.7% |
| YTD | +10.5% | +7.1% | +3.5% | +9.8% |
| 1Y | +17.5% | -9.6% | +27.1% | +19.9% |
| 3Y | -27.7% | +25.4% | -53.1% | -31.2% |
| All | -15.8% | +114.1% | -129.8% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling