-5.9%
BR vs BMRN
-27.2%
+21.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -0.3% | -6.5% | +6.2% | +0.6% |
| 3M | +17.3% | +18.3% | -1.0% | +14.7% |
| 6M | -6.7% | +8.9% | -15.6% | -8.0% |
| YTD | -23.4% | +10.5% | -34.0% | -24.7% |
| 1Y | -32.7% | +17.5% | -50.1% | -34.4% |
| 3Y | -5.9% | -27.7% | +21.8% | -5.4% |
| All | -5.9% | -27.2% | +21.3% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling