+397.2%
BMRN vs SPY
+811.1%
-413.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.3% |
| 7D | -0.3% | +0.5% | -0.9% | -0.9% |
| 30D | +1.3% | -0.9% | +2.2% | +2.2% |
| 3M | +14.3% | +3.9% | +10.4% | +9.6% |
| 6M | +5.7% | +14.5% | -8.8% | -8.1% |
| YTD | +8.7% | +12.9% | -4.2% | -4.4% |
| 1Y | +14.6% | +19.4% | -4.7% | -4.6% |
| 3Y | -28.3% | +78.5% | -106.8% | -60.8% |
| 5Y | -15.7% | +81.8% | -97.5% | -55.6% |
| 10Y | -33.7% | +311.5% | -345.2% | -85.2% |
| All | +397.2% | +811.1% | -413.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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