-34.8%
BROS vs BMRN
+12.9%
-47.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -6.7% | +2.9% | -9.5% | -6.8% |
| 30D | -29.1% | +11.0% | -40.1% | -29.4% |
| 3M | -16.7% | +17.8% | -34.5% | -17.6% |
| 6M | -11.6% | +10.1% | -21.7% | -11.4% |
| YTD | -23.9% | +11.9% | -35.9% | -24.3% |
| 1Y | -34.8% | +17.2% | -52.0% | -36.5% |
| All | -34.8% | +12.9% | -47.7% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling