+883.5%
BX vs BMRN
+270.5%
+613.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.4% |
| 7D | -8.9% | -1.4% | -7.5% | -8.5% |
| 30D | -14.8% | -5.8% | -9.0% | -13.0% |
| 3M | +6.9% | +16.6% | -9.7% | +1.0% |
| 6M | +16.3% | +7.6% | +8.7% | +12.5% |
| YTD | -16.1% | +10.2% | -26.3% | -19.8% |
| 1Y | -26.8% | +20.2% | -47.0% | -33.0% |
| 3Y | +22.4% | -27.4% | +49.8% | +30.5% |
| 5Y | +16.0% | -16.0% | +32.0% | +15.5% |
| 10Y | +646.9% | -30.3% | +677.3% | +615.7% |
| All | +883.5% | +270.5% | +613.0% | +260.8% |
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