+652.8%
BNY vs BMRN
+393.4%
+259.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -0.2% | -6.5% | +6.3% | +1.0% |
| 3M | +14.9% | +18.3% | -3.3% | +11.2% |
| 6M | +40.0% | +8.9% | +31.1% | +37.1% |
| YTD | +42.0% | +10.5% | +31.5% | +38.4% |
| 1Y | +56.9% | +17.5% | +39.4% | +50.5% |
| 3Y | +289.9% | -27.7% | +317.6% | +301.7% |
| 5Y | +259.2% | -15.8% | +275.0% | +255.3% |
| 10Y | +413.3% | -30.1% | +443.4% | +402.0% |
| All | +652.8% | +393.4% | +259.4% | +383.0% |
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