-10.9%
DOW vs BMRN
-29.5%
+18.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -6.0% | -3.8% | -2.2% | -5.0% |
| 30D | -2.7% | -6.5% | +3.7% | -1.1% |
| 3M | -10.5% | +11.2% | -21.7% | -13.3% |
| 6M | -12.4% | +5.8% | -18.2% | -14.7% |
| YTD | +30.0% | +8.4% | +21.6% | +25.6% |
| 1Y | +27.8% | +15.7% | +12.1% | +20.5% |
| 3Y | -34.9% | -28.6% | -6.4% | -31.4% |
| 5Y | -35.9% | -19.6% | -16.3% | -36.7% |
| All | -10.9% | -29.5% | +18.6% | -22.3% |
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