+269.3%
C vs BMRN
-28.8%
+298.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.3% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +1.3% | +1.3% | 0.0% | +1.0% |
| 3M | +3.1% | +14.3% | -11.2% | +1.0% |
| 6M | +29.6% | +5.7% | +23.9% | +28.2% |
| YTD | +19.0% | +8.7% | +10.2% | +17.0% |
| 1Y | +45.6% | +14.6% | +31.0% | +41.6% |
| 3Y | +269.3% | -28.3% | +297.6% | +276.8% |
| All | +269.3% | -28.8% | +298.1% | +276.8% |
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 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