+3,688.4%
BRO vs BMRN
+393.4%
+3,295.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -1.3% | -6.0% | -7.2% |
| 30D | -6.9% | -6.5% | -0.4% | -6.2% |
| 3M | +10.7% | +18.3% | -7.6% | +8.5% |
| 6M | -2.7% | +8.9% | -11.6% | -3.9% |
| YTD | -16.3% | +10.5% | -26.8% | -17.6% |
| 1Y | -29.1% | +17.5% | -46.6% | -30.8% |
| 3Y | -7.8% | -27.7% | +19.9% | -6.0% |
| 5Y | +18.7% | -15.8% | +34.5% | +18.2% |
| 10Y | +291.9% | -30.1% | +322.0% | +287.1% |
| All | +3,688.4% | +393.4% | +3,295.0% | +2,791.9% |
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