+163.9%
BMY vs BMRN
+385.5%
-221.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | 0.0% | +1.3% | -1.3% | -0.2% |
| 3M | +17.7% | +14.3% | +3.4% | +15.9% |
| 6M | +9.6% | +5.7% | +3.9% | +8.7% |
| YTD | +24.0% | +8.7% | +15.2% | +22.5% |
| 1Y | +45.1% | +14.6% | +30.5% | +42.2% |
| 3Y | +22.5% | -28.3% | +50.8% | +25.5% |
| 5Y | +22.3% | -15.7% | +38.0% | +21.9% |
| 10Y | +62.0% | -33.7% | +95.6% | +61.2% |
| All | +163.9% | +385.5% | -221.5% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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