+32.4%
F vs BMRN
+399.8%
-367.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +2.9% | +2.5% | +4.8% |
| 30D | +4.6% | +11.0% | -6.5% | +2.5% |
| 3M | -3.7% | +17.8% | -21.5% | -6.6% |
| 6M | +16.8% | +10.1% | +6.7% | +14.5% |
| YTD | +15.3% | +11.9% | +3.3% | +12.6% |
| 1Y | +31.0% | +17.2% | +13.8% | +26.5% |
| 3Y | +45.4% | -28.5% | +73.9% | +50.9% |
| 5Y | +54.7% | -21.7% | +76.3% | +56.5% |
| 10Y | +98.2% | -30.5% | +128.7% | +95.5% |
| All | +32.4% | +399.8% | -367.4% | -21.0% |
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