+58.5%
DD vs BMRN
-18.8%
+77.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | -11.5% | -5.8% | -5.7% | -10.2% |
| 3M | -5.4% | +16.6% | -22.0% | -9.4% |
| 6M | -6.9% | +7.6% | -14.5% | -9.2% |
| YTD | +6.9% | +10.2% | -3.3% | +3.4% |
| 1Y | +35.6% | +20.2% | +15.4% | +27.3% |
| 3Y | +42.5% | -27.4% | +69.9% | +48.6% |
| 5Y | +58.5% | -16.0% | +74.5% | +56.5% |
| All | +58.5% | -18.8% | +77.2% | +56.5% |
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