+13.5%
D vs BMRN
-28.4%
+42.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +9.0% | +5.3% | +3.7% | +8.4% |
| 3M | +1.0% | -16.1% | +17.1% | +2.5% |
| 6M | +11.0% | +10.9% | +0.1% | +9.7% |
| YTD | +19.8% | -1.9% | +21.6% | +19.6% |
| 1Y | +16.0% | +6.2% | +9.8% | +14.7% |
| 3Y | +74.4% | -30.5% | +104.9% | +78.2% |
| 5Y | +13.5% | -28.4% | +41.9% | +17.2% |
| All | +13.5% | -28.4% | +42.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling