+63.0%
BROS vs BMRN
-27.2%
+90.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -5.8% | -1.3% | -4.5% | -5.6% |
| 30D | -14.0% | -6.5% | -7.5% | -13.4% |
| 3M | -32.5% | +18.3% | -50.7% | -33.9% |
| 6M | -14.9% | +8.9% | -23.8% | -15.8% |
| YTD | -28.3% | +10.5% | -38.8% | -29.3% |
| 1Y | -34.0% | +17.5% | -51.5% | -35.7% |
| 3Y | +63.0% | -27.7% | +90.7% | +58.8% |
| All | +63.0% | -27.2% | +90.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling