+33.5%
BN vs BMRN
-18.8%
+52.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -5.9% | -1.4% | -4.5% | -5.5% |
| 30D | -15.1% | -5.8% | -9.3% | -13.7% |
| 3M | -14.6% | +16.6% | -31.2% | -18.4% |
| 6M | -8.4% | +7.6% | -16.0% | -10.8% |
| YTD | -16.8% | +10.2% | -27.0% | -19.8% |
| 1Y | -14.4% | +20.2% | -34.6% | -20.1% |
| 3Y | +70.1% | -27.4% | +97.5% | +80.0% |
| 5Y | +33.5% | -16.0% | +49.5% | +33.2% |
| All | +33.5% | -18.8% | +52.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling