-49.3%
COMP vs BMRN
-26.6%
-22.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +13.4% | -4.2% | +17.7% | +15.8% |
| 30D | +11.1% | +1.5% | +9.6% | +10.3% |
| 3M | -18.8% | -8.8% | -10.0% | -15.5% |
| 6M | +10.5% | +2.6% | +7.9% | +7.4% |
| YTD | -3.4% | -5.7% | +2.3% | -2.4% |
| 1Y | +19.7% | +8.1% | +11.6% | +11.3% |
| 3Y | +381.6% | -26.5% | +408.1% | +416.5% |
| 5Y | -17.6% | -33.2% | +15.6% | -3.0% |
| All | -49.3% | -26.6% | -22.8% | -40.9% |
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