-6.5%
BURL vs BMRN
-30.5%
+24.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | -4.3% | +4.3% | -8.6% | -5.4% |
| 3M | -28.8% | -19.3% | -9.5% | -24.7% |
| 6M | -12.8% | +7.2% | -20.0% | -15.0% |
| YTD | -12.8% | -4.6% | -8.2% | -12.6% |
| 1Y | -12.3% | +2.5% | -14.7% | -14.2% |
| 3Y | +92.7% | -32.5% | +125.2% | +106.4% |
| 5Y | -6.5% | -30.6% | +24.1% | -4.7% |
| All | -6.5% | -30.5% | +24.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling