+395.5%
BMRN vs HRB
+666.7%
-271.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -3.8% | -10.6% | +6.8% | -1.2% |
| 30D | -6.5% | -0.8% | -5.7% | -6.7% |
| 3M | +11.2% | +19.1% | -7.8% | +5.7% |
| 6M | +5.8% | +48.7% | -42.9% | -6.2% |
| YTD | +8.4% | +7.1% | +1.3% | +3.8% |
| 1Y | +15.7% | -8.3% | +24.0% | +15.1% |
| 3Y | -28.6% | +25.8% | -54.4% | -35.9% |
| 5Y | -19.6% | +111.1% | -130.7% | -38.9% |
| 10Y | -31.5% | +206.6% | -238.1% | -57.8% |
| All | +395.5% | +666.7% | -271.2% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling