+915.4%
BURL vs BMRN
-23.9%
+939.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +5.9% | +2.6% | +3.2% | +5.3% |
| 30D | -8.3% | +4.3% | -12.6% | -9.1% |
| 3M | -31.6% | -17.1% | -14.6% | -28.9% |
| 6M | -16.6% | +5.7% | -22.3% | -18.0% |
| YTD | -12.1% | -3.9% | -8.2% | -12.0% |
| 1Y | -10.0% | +8.5% | -18.4% | -12.6% |
| 3Y | +94.3% | -32.0% | +126.3% | +105.5% |
| 5Y | -13.2% | -29.9% | +16.7% | -10.0% |
| 10Y | +252.5% | -38.9% | +291.4% | +254.8% |
| All | +915.4% | -23.9% | +939.3% | +870.1% |
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 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