-24.4%
C vs BMRN
+385.5%
-409.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | 0.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +1.3% | +1.3% | 0.0% | +0.8% |
| 3M | +3.1% | +14.3% | -11.2% | -0.4% |
| 6M | +29.6% | +5.7% | +23.9% | +27.0% |
| YTD | +19.0% | +8.7% | +10.2% | +15.5% |
| 1Y | +45.6% | +14.6% | +31.0% | +38.8% |
| 3Y | +269.3% | -28.3% | +297.6% | +284.9% |
| 5Y | +131.6% | -15.7% | +147.3% | +128.0% |
| 10Y | +286.5% | -33.7% | +320.2% | +282.3% |
| All | -24.4% | +385.5% | -409.9% | -55.5% |
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