-37.1%
DOW vs BMRN
-16.0%
-21.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -3.9% | -6.5% | +2.6% | -2.6% |
| 3M | -12.7% | +18.3% | -30.9% | -16.0% |
| 6M | -13.7% | +8.9% | -22.6% | -15.8% |
| YTD | +28.4% | +10.5% | +17.9% | +24.6% |
| 1Y | +21.8% | +17.5% | +4.3% | +15.7% |
| 3Y | -35.7% | -27.7% | -8.0% | -34.0% |
| All | -37.1% | -16.0% | -21.1% | -37.8% |
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