+395.5%
BMRN vs RJF
+3,923.6%
-3,528.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | -6.5% | -2.0% | -4.5% | -5.8% |
| 3M | +11.2% | +16.3% | -5.1% | +4.6% |
| 6M | +5.8% | +16.9% | -11.1% | -0.9% |
| YTD | +8.4% | +10.4% | -2.1% | +3.2% |
| 1Y | +15.7% | +7.4% | +8.2% | +11.1% |
| 3Y | -28.6% | +72.2% | -100.8% | -44.4% |
| 5Y | -19.6% | +105.1% | -124.7% | -43.5% |
| 10Y | -31.5% | +430.9% | -462.4% | -69.4% |
| All | +395.5% | +3,923.6% | -3,528.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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