+74.7%
BND vs BMRN
+271.6%
-196.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.0% | -5.8% | +4.9% | -0.9% |
| 3M | -1.2% | +16.6% | -17.9% | -1.3% |
| 6M | -2.0% | +7.6% | -9.6% | -2.0% |
| YTD | -1.2% | +10.2% | -11.4% | -1.2% |
| 1Y | -0.5% | +20.2% | -20.7% | -0.5% |
| 3Y | +12.4% | -27.4% | +39.8% | +12.4% |
| 5Y | -2.5% | -16.0% | +13.5% | -2.4% |
| 10Y | +15.0% | -30.3% | +45.3% | +15.1% |
| All | +74.7% | +271.6% | -196.9% | +75.0% |
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