+8,419.6%
BN vs BMRN
+399.8%
+8,019.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -2.5% | +2.9% | -5.3% | -2.9% |
| 30D | -9.5% | +11.0% | -20.5% | -11.0% |
| 3M | -10.4% | +17.8% | -28.2% | -12.7% |
| 6M | -6.4% | +10.1% | -16.5% | -8.0% |
| YTD | -11.9% | +11.9% | -23.8% | -13.8% |
| 1Y | -8.6% | +17.2% | -25.8% | -11.5% |
| 3Y | +77.6% | -28.5% | +106.0% | +83.1% |
| 5Y | +37.0% | -21.7% | +58.7% | +38.6% |
| 10Y | +266.4% | -30.5% | +296.9% | +264.9% |
| All | +8,419.6% | +399.8% | +8,019.9% | +6,193.6% |
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