-33.8%
CMCSA vs BMRN
-27.4%
-6.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -5.6% | -1.4% | -4.2% | -5.4% |
| 30D | -1.9% | -5.8% | +3.9% | -1.2% |
| 3M | +6.4% | +16.6% | -10.2% | +4.3% |
| 6M | -16.9% | +7.6% | -24.5% | -17.8% |
| YTD | -6.8% | +10.2% | -17.0% | -8.2% |
| 1Y | -15.9% | +20.2% | -36.1% | -18.3% |
| All | -33.8% | -27.4% | -6.4% | -33.2% |
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