+13,245.4%
GOOG vs BMRN
+1,113.1%
+12,132.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -3.6% | -5.8% | +2.2% | -2.5% |
| 3M | -6.4% | +16.6% | -23.1% | -9.8% |
| 6M | +7.8% | +7.6% | +0.2% | +5.4% |
| YTD | +5.5% | +10.2% | -4.7% | +2.4% |
| 1Y | +38.3% | +20.2% | +18.1% | +31.1% |
| 3Y | +143.1% | -27.4% | +170.5% | +151.7% |
| 5Y | +135.0% | -16.0% | +151.0% | +132.2% |
| 10Y | +778.1% | -30.3% | +808.4% | +757.0% |
| All | +13,245.4% | +1,113.1% | +12,132.3% | +7,469.8% |
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 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