+820.6%
D vs BMRN
+399.8%
+420.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | +2.9% | -1.4% | +1.3% |
| 30D | -2.6% | +11.0% | -13.6% | -3.3% |
| 3M | 0.0% | +17.8% | -17.8% | -1.1% |
| 6M | +7.4% | +10.1% | -2.7% | +6.5% |
| YTD | +15.9% | +11.9% | +3.9% | +14.7% |
| 1Y | +18.1% | +17.2% | +0.9% | +16.4% |
| 3Y | +58.4% | -28.5% | +86.9% | +60.3% |
| 5Y | +5.2% | -21.7% | +26.9% | +5.3% |
| 10Y | +35.9% | -30.5% | +66.4% | +34.4% |
| All | +820.6% | +399.8% | +420.9% | +684.3% |
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