+93.5%
BURL vs BMRN
-31.2%
+124.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | -7.7% | +3.8% | -11.5% | -8.5% |
| 3M | -31.7% | -16.5% | -15.2% | -29.1% |
| 6M | -15.2% | +6.9% | -22.0% | -16.8% |
| YTD | -15.9% | -3.7% | -12.2% | -16.0% |
| 1Y | -14.2% | +5.6% | -19.8% | -16.3% |
| 3Y | +93.5% | -31.4% | +124.9% | +101.1% |
| All | +93.5% | -31.2% | +124.7% | +101.1% |
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