+53.5%
F vs BMRN
-33.2%
+86.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.5% |
| 30D | +2.9% | +4.3% | -1.5% | +1.8% |
| 3M | -9.5% | -10.4% | +0.9% | -7.1% |
| 6M | +4.0% | +5.8% | -1.8% | +2.4% |
| YTD | -1.3% | -3.8% | +2.5% | -1.0% |
| 1Y | -1.9% | +11.1% | -13.1% | -5.0% |
| 3Y | +53.5% | -31.7% | +85.2% | +54.2% |
| All | +53.5% | -33.2% | +86.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling