+5.7%
COMP vs BMRN
+3.2%
+2.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.5% |
| 7D | +8.9% | +1.0% | +7.9% | +8.7% |
| 30D | +14.0% | +4.3% | +9.7% | +13.2% |
| 3M | -21.1% | -19.3% | -1.9% | -18.5% |
| 6M | +20.1% | +7.2% | +12.9% | +19.0% |
| YTD | -5.0% | -4.6% | -0.4% | -4.5% |
| 1Y | +5.7% | +2.5% | +3.2% | +12.2% |
| All | +5.7% | +3.2% | +2.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling