+1,137.3%
BR vs BMRN
+264.9%
+872.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.0% | -3.8% | -1.2% | -4.3% |
| 30D | -2.5% | -6.5% | +4.0% | -1.2% |
| 3M | +13.5% | +11.2% | +2.3% | +11.1% |
| 6M | -9.4% | +5.8% | -15.2% | -10.7% |
| YTD | -23.3% | +8.4% | -31.7% | -24.9% |
| 1Y | -31.6% | +15.7% | -47.3% | -34.2% |
| 3Y | -5.1% | -28.6% | +23.5% | -1.4% |
| 5Y | +8.2% | -19.6% | +27.8% | +8.1% |
| 10Y | +189.8% | -31.5% | +221.3% | +181.9% |
| All | +1,137.3% | +264.9% | +872.4% | +747.6% |
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