+22.6%
BROS vs BMRN
-16.2%
+38.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -6.6% | -3.8% | -2.8% | -5.5% |
| 30D | -12.3% | -6.5% | -5.9% | -10.6% |
| 3M | -22.2% | +11.2% | -33.4% | -25.2% |
| 6M | -14.3% | +5.8% | -20.1% | -16.6% |
| YTD | -26.6% | +8.4% | -34.9% | -29.4% |
| 1Y | -31.5% | +15.7% | -47.2% | -36.1% |
| 3Y | +62.3% | -28.6% | +90.8% | +74.3% |
| All | +22.6% | -16.2% | +38.8% | +20.8% |
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