+101.4%
BSX vs BMRN
+393.4%
-292.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -9.9% |
| 30D | -16.4% | -6.5% | -9.9% | -15.4% |
| 3M | -8.9% | +18.3% | -27.1% | -11.4% |
| 6M | -38.3% | +8.9% | -47.2% | -39.4% |
| YTD | -54.9% | +10.5% | -65.4% | -55.9% |
| 1Y | -58.8% | +17.5% | -76.3% | -60.3% |
| 3Y | -21.2% | -27.7% | +6.5% | -18.8% |
| 5Y | -3.3% | -15.8% | +12.4% | -4.1% |
| 10Y | +82.8% | -30.1% | +113.0% | +80.1% |
| All | +101.4% | +393.4% | -292.0% | +27.5% |
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 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