+64.2%
BURL vs BMRN
-28.1%
+92.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -2.8% | +2.9% | -5.7% | -3.3% |
| 30D | -28.2% | +11.0% | -39.2% | -29.6% |
| 3M | -17.6% | +17.8% | -35.4% | -20.2% |
| 6M | -11.8% | +10.1% | -21.9% | -13.9% |
| YTD | -8.1% | +11.9% | -20.1% | -10.6% |
| 1Y | -12.0% | +17.2% | -29.2% | -15.4% |
| All | +64.2% | -28.1% | +92.2% | +61.3% |
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