-34.0%
BROS vs BMRN
+20.6%
-54.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -5.8% | -1.3% | -4.5% | -5.7% |
| 30D | -14.0% | -6.5% | -7.5% | -13.8% |
| 3M | -32.5% | +18.3% | -50.7% | -33.3% |
| 6M | -14.9% | +8.9% | -23.8% | -14.7% |
| YTD | -28.3% | +10.5% | -38.8% | -28.6% |
| 1Y | -34.0% | +17.5% | -51.5% | -35.8% |
| All | -34.0% | +20.6% | -54.6% | -35.8% |
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 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