+6.1%
CMCSA vs BMRN
-29.6%
+35.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -1.1% | -6.5% | +5.4% | +0.1% |
| 3M | +6.6% | +18.3% | -11.7% | +3.1% |
| 6M | -15.5% | +8.9% | -24.4% | -17.2% |
| YTD | -6.7% | +10.5% | -17.2% | -9.0% |
| 1Y | -15.6% | +17.5% | -33.1% | -19.0% |
| 3Y | -33.7% | -27.7% | -6.0% | -31.2% |
| 5Y | -46.6% | -15.8% | -30.9% | -47.3% |
| All | +6.1% | -29.6% | +35.7% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling