+13,503.3%
GOOGL vs BMRN
+1,096.9%
+12,406.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -4.4% | +1.3% | -5.7% | -4.9% |
| 3M | -6.8% | +14.3% | -21.1% | -9.8% |
| 6M | +13.6% | +5.7% | +7.8% | +11.5% |
| YTD | +8.3% | +8.7% | -0.4% | +5.5% |
| 1Y | +44.9% | +14.6% | +30.3% | +38.8% |
| 3Y | +150.5% | -28.3% | +178.8% | +160.1% |
| 5Y | +137.7% | -15.7% | +153.5% | +134.7% |
| 10Y | +750.9% | -33.7% | +784.6% | +738.9% |
| All | +13,503.3% | +1,096.9% | +12,406.4% | +7,642.6% |
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