+1,479.3%
BNS vs BMRN
+1,072.9%
+406.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | +3.5% | -6.5% | +9.9% | +4.5% |
| 3M | +14.1% | +18.3% | -4.2% | +10.9% |
| 6M | +33.8% | +8.9% | +24.9% | +31.4% |
| YTD | +29.5% | +10.5% | +18.9% | +26.8% |
| 1Y | +48.4% | +17.5% | +30.9% | +43.3% |
| 3Y | +129.6% | -27.7% | +157.3% | +135.7% |
| 5Y | +96.1% | -15.8% | +111.9% | +93.9% |
| 10Y | +186.2% | -30.1% | +216.3% | +179.6% |
| All | +1,479.3% | +1,072.9% | +406.5% | +898.1% |
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