+24.5%
BX vs BMRN
-27.2%
+51.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -12.2% | -6.5% | -5.7% | -10.9% |
| 3M | +7.4% | +18.3% | -10.9% | +3.2% |
| 6M | +22.2% | +8.9% | +13.3% | +19.3% |
| YTD | -14.0% | +10.5% | -24.5% | -16.4% |
| 1Y | -27.3% | +17.5% | -44.8% | -30.7% |
| 3Y | +24.5% | -27.7% | +52.3% | +30.1% |
| All | +24.5% | -27.2% | +51.7% | +30.1% |
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