+100.7%
BURL vs BMRN
-31.8%
+132.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | -4.3% | +4.3% | -8.6% | -5.2% |
| 3M | -28.8% | -19.3% | -9.5% | -25.6% |
| 6M | -12.8% | +7.2% | -20.0% | -14.5% |
| YTD | -12.8% | -4.6% | -8.2% | -12.7% |
| 1Y | -12.3% | +2.5% | -14.7% | -13.8% |
| All | +100.7% | -31.8% | +132.5% | +109.0% |
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