+189.3%
BP vs BMRN
+385.5%
-196.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.7% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +9.1% | +1.3% | +7.8% | +8.9% |
| 3M | +3.9% | +14.3% | -10.4% | +2.3% |
| 6M | +13.6% | +5.7% | +7.9% | +12.5% |
| YTD | +34.0% | +8.7% | +25.3% | +32.1% |
| 1Y | +39.2% | +14.6% | +24.5% | +36.1% |
| 3Y | +36.4% | -28.3% | +64.8% | +38.9% |
| 5Y | +135.8% | -15.7% | +151.5% | +133.8% |
| 10Y | +125.0% | -33.7% | +158.7% | +123.6% |
| All | +189.3% | +385.5% | -196.2% | +147.9% |
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