+2,861.2%
BTI vs BMRN
+383.8%
+2,477.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.5% |
| 7D | -2.4% | -3.8% | +1.4% | -2.1% |
| 30D | -4.8% | -6.5% | +1.7% | -4.3% |
| 3M | -8.1% | +11.2% | -19.3% | -9.0% |
| 6M | -4.2% | +5.8% | -10.0% | -4.9% |
| YTD | -1.3% | +8.4% | -9.7% | -2.3% |
| 1Y | +2.1% | +15.7% | -13.5% | +0.4% |
| 3Y | +108.9% | -28.6% | +137.5% | +111.9% |
| 5Y | +114.5% | -19.6% | +134.1% | +114.0% |
| 10Y | +72.2% | -31.5% | +103.7% | +70.5% |
| All | +2,861.2% | +383.8% | +2,477.4% | +2,144.9% |
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