+138.4%
BRKR vs BMRN
+263.9%
-125.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | -10.0% | -0.2% | -9.8% | -10.0% |
| 30D | -8.7% | -1.4% | -7.3% | -8.4% |
| 3M | -2.8% | +18.7% | -21.5% | -7.5% |
| 6M | +56.4% | +13.5% | +42.9% | +50.4% |
| YTD | +12.0% | +11.7% | +0.3% | +8.1% |
| 1Y | +71.2% | +22.8% | +48.4% | +60.2% |
| 3Y | -21.1% | -24.3% | +3.2% | -16.5% |
| 5Y | -37.6% | -12.8% | -24.8% | -37.5% |
| 10Y | +147.4% | -30.3% | +177.8% | +146.2% |
| All | +138.4% | +263.9% | -125.5% | +14.8% |
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