+8,575.0%
BN vs BMRN
+329.9%
+8,245.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | +14.0% | +3.8% | +10.2% | +13.3% |
| 3M | -9.0% | -16.5% | +7.5% | -6.6% |
| 6M | -8.8% | +6.9% | -15.7% | -10.0% |
| YTD | -10.3% | -3.7% | -6.6% | -10.2% |
| 1Y | -5.8% | +5.6% | -11.4% | -7.3% |
| 3Y | +94.8% | -31.4% | +126.1% | +102.5% |
| 5Y | +31.5% | -30.0% | +61.4% | +35.4% |
| 10Y | +291.9% | -37.4% | +329.3% | +297.4% |
| All | +8,575.0% | +329.9% | +8,245.1% | +6,451.9% |
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